Is it better/safer to set avast to run through your internet? My friend uses avast as well and he said he has his setup to run through his net. He says he gets pop-ups from avast to abort and stop certain things sometimes, while I never get anything. Granted I don't search to far out of my usual places on the net but if it wasn't for the avast pop-up saying it's been updated I wouldn't even know it was doing anything.

I saw the online video on avast's site about setting up the proxy but didn't know if this was needed or would be better?