@ MatteoB,
If you're still concerned, run an Avast Full scan. If anything comes up, then run a Boot-time scan and report back to us. Having MBAM as a back-up is also very good at layering your security.
Should you get something like this again, a screen shot would be best. You can also right-click the Avast ball on the bottom toolbar that says "Show latest Popup Message" as long as you haven't rebooted the machine and it will tell you what it said.