Thanks Technical. From your post and from the help files I gather that avast 4 is for use with Internet Mail Clients.

“You can run the Mail Protection Wizard more than once and all the changes could be reversed (‘Automatically remove protection from all my accounts’). Nowadays, the following Internet Mail Clients are supported: MS Outlook (including Outlook 2003), MS Exchange, MS Outlook Express, Eudora, Pegasus Mail, Netscape Mail, Mozilla Mail, IncrediMail and The Bat!”

I have Outlook Express which should have been configured with the Mail Wizard the first time that I ran it.
However, I have 3 other web-based e-mail accounts that I do not use with Outlook Express because they will not allow POP3 without my paying for their premium service. Am I correct to say the avast will only work with my Outlook Express and not with my Yahoo and Mail2World e-mail accounts?