Id Rather Not Use Internet Explorer, Try Mozilla Firefox
You can pretty much tweak it any way you like, with ThemesExtensions
such as Adblock Plus
(blocks most advertisements), NoScript
(A Script Tool which can block malicious scripts from damaging your computer)
And Loads more ways.
But if you insist on using IE, I'd leave it on if i had a fast connection, but if its slower, i'd turn it off.
Not Sure about the Network Shield and Web Shield, i dont use avast.