I don't think it's possible to scan a file that isn't on your machine yet. The file would have to be downloaded for the virus scanner to scan it. Many email services include a built in scanner for all attachments, but that isn't entirely foolproof. Avast has a built in real-time scanner, so any new files get scanned before they're allowed to be run.
Chris, if you download it to, say, your desktop, right click the file and select "Scan <filename>" and Avast will scan the file. Just downloading a file won't cause a problem. Running it is what causes problems.
Tom
I set my Avast to show actions when performed, and tested it.
When downloading a file, Avast scans it automatically as soon as it is finished downloading. It won't scan while it downloads.
Tom