Tip: the avoid area yellow rectangles must include a intersection or Hwy exit. It is just the way it works.
I have retried the same situation by drawing avoid area as you explained (must include an intersection) and it worked on S&T 2011
(I don't know for 2009 version).
Coming from S&T 2011 help file :
The area you want to detour around must contain an intersection for this feature to work.
Detour areas are saved with your map. When you clear a route containing detour areas, the detour areas remain.
So I am happy it is working correctly. It is not user friendly the way it needs to work.
When you are in a traffic jam situation and you need that feature, you don't have time to read this small kind of details in the help file.
Improvement would be that the avoid area could be defined anywhere on a road and S&T should be smart enough to search for nearby intersection to be excluded as well...
I guess this is a good tip to be added in the tips section
Included a new screeshot showing S&T did a correct job finding the alternative route (the same I have found myself initially by forcing a dummy stop point on Hippolyte Lafontaine tunnel) when avoid area are well drawn including intersections: