Both Outlook plugin and Internet Mail Provider could say that message.
I never saw it for WebShield. Anyway, WebShield is an avast! resident provider and it maybe is not just the corresponding service. If you have WebShield running and stop the service, you disable the scanning of WebShield, but you don’t turn the provider into “stopped” state (rather “waiting for a subsystem to start”).
I’m not sure, but you should check your avast services.
Start > Control Panel > Administrative Tools > Services

I suppose you have to have four avast! services:

C:\Program Files\Alwil Software\Avast4\ashServ.exe (avast! antivirus service)
C:\Program Files\Alwil Software\Avast4\aswUpdSv.exe (avast! Update Service)
C:\Program Files\Alwil Software\Avast4\ashWebSv.exe (avast! Web Scanner service)
C:\Program Files\Alwil Software\Avast4\ashMaiSv.exe (avast! e-Mail Scanner service)

The two first of them should be Automatic loaded and the two last Manually loaded.