If you are using Outlook with Microsoft exchange server then CAVS will not scan your emails.
The anti virus email scanner will only work with POP3 emails.
If you are not using exchange server then the problem may be with your firewall - check to make sure the antivirus email scanner has been allowed internet access so that it can scan your emails.
Another thing that seems to have worked for some is to untick email scan options in AV settings, apply changes and then restart the AV and tick all the options again. I never had this problem and the latter advice is something another user mentioned as working for him.
If you can't get CAVS to work with POP3 emails then I am sure someone here will have some advice but meanwhile I would not worry: the on-access scanner will still pick up any attached nasties when you try to open them.