Avast main GUI -> webshield -> EXPERT settings -> "...well known browsers only".

I say this option. For starters, WIN 7 dials out at boot to establish “network awareness.” If it can’t connect to a MS url, the toolbar network icon will show the behavior you are describing. Ref: http://blog.superuser.com/2011/05/16/windows-7-network-awareness/

I am strongly beginning to believe that the 6.0.1289 outbound web site protection for all connections not ready for prime time.