I have two computers (win98 & XP), both running avast 4.
On one (win98) when there is e-mail client activity (checking for new mail, etc) the tray Icon changes and a little avast blue ball shows briefly and then disappears immediately after the activity stops (no e-mail found, etc.).
But this does not happen on the other computer (same e-mail client). (I think) I have both avast 4s set and configured the same way. :-\
Try to run the avast! Mail protection Wizzard (ASHPOPWZ.EXE) - in the manual settings there is in the Service settings windows a special Advanced option which says Show taskbar icon when processing mail…