MSE has some of them. It does offer Mail and Web. But if you seriously think about it, why do you need a P2P Shield? What does it offer? The P2P stuff only downloads in parts, so by the time the program figures out that it is infected, it is already fully downloaded to your machine. At that point any decent AV should be kicking in. So a P2P Shield is useless in todays internet.
IM Shield, sadly that is useless as well. Common Sense tells us that you should NEVER click any links in a IM Chat Window. Even those sent to us by friends. As they could be infected and unknowningly sending out the infection. It is the same methodology that should be used when receiving an email. NEVER click the link unless you confirm that it was sent to you by the owner of that address. Even then you should use an online scanner.
Network Shield? For what? Only your PC has Avast, not every machine on the network so what exactly is ir protecting on said network? Not like having this network shield will protect my other PC. In addition to that i know the machines on my network, i know the files. If i am transferring from 1 machine to another, i know the file is safe. Yeah another useless aspect.
Behavior Shield...yeah you already see where this is going. MSE has protection where it is needed. The rest is overkill and redundant. It shouldnt be needed at all. If you feel the need for such items, then you think that such programs can protect you from all things done on the web and that is wrong. They are not full blown protection. They are preventative measures. Kinda like wearing a seat belt in a car. It will help prevent your death in a crash, but it doesnt always happen that way as you can still die. An AV is not going to secure your PC from everything.