OK that tells us that the IE support modules are there and working.
I can think of three other options: Firstly, do you have all of these
.htm script files installed in your Avant Browser folder:?
Search.htm
OpenInNewBrowser.htm
OpenAllLinks.htm
Highlight.htm
AddAllToADBlackList.htm
AddToADBlackList.htm
Secondly, it may be something in the Avant Browser options accessed
from the Tools menu. Unfortunately Avant doesn't store these settings
in an .ini files so I can't send mine over for you to look through.
You will need to go through the settings and tick/untick as best you
think fit, then maybe restart Avant. If you have any specific queries,
I'll answer as best I can.
Thirdly, if these don't work you can ask on the Avant forum:
HTH.