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What happens to Avast if you go to Control Panel > Security Centre and turn off AV protection there? Does Avast play ball and allow you to stop it starting up?
Presumably MSE can be turned off using this simple method or why would the facility exist? So maybe if it can it would be a better choice than Avast for the OP.
If it does work all that he really has to do is to remember to switch it on before he switches on the internet connection and switch it off again before shutdown.