McAfee is a full security
suite[i which includes both anti-virus software and its own firewall. So it (quite correctly) disables the built-in Windows firewall when you use it.
The free version of Avast is just an anti-virus program, without its own firewall. (You're expected to use either the one built into Windows or a third party product, such as that offered by Comodo).
If you uninstall McAfee (and don't install another firewall) I'd expect Windows to switch the built-in firewall back on. However you can't have [i]fully] uninstalled McAfee if you're still getting messages from it!
You can't just completely uninstall McAfee from your list of installed programs. You need to download and run a special tool to do so. (However you should still uninstall from your list of installed programs FIRST and THEN run the tool!)
All of that should have been done BEFORE installing Avast (but you might still be able to do it now anyway).
Once you've definitely got rid of all traces of McAfee (and it therefore can't possibly be giving you any messages about your firewall) you should check that your Windows firewall is enabled
http://windows.microsoft.com/en-gb/windows/turn-windows-firewall-on-off#turn-windows-firewall-on-off=windows-7
OR install a free third-party firewall, such as Comodo:
https://www.comodo.com/home/internet-security/firewall.php
(Third party firewalls, such as the one built into McAfee or the freebie from Comodo, are theoretically better than the one built into Windows, as they offer 'two-way' protection. However most people, including me, are happy enough to stick with the Windows one).