Unless you are using a Hotmail pop3 account then avast doesn’t scan downloaded email, if you view your email using a browser then the Web Shield monitors the HTTP port 80 traffic. So if attachments are downloaded over http port 80 they would be scanned by the web shield and also possible the standard shield as it would be a newly created or modified file (depemds on a) the file type and b) your avast settings).
You don’t say what version of ZA, the Pro or Free version ?