1. avast doesn't delete anything without user intervention, either you choose to delete it when the warning is displayed or you have the settings set to move to the chest or delete automatically (depending on the version of avast you have).
2. Are you sure this is an avast warning, I don't recognise the HIGH DANGER bit at all.
3. It looks like some form of Heuristic warning and if this were avast, it would warn of a suspicious email.
4. It is not impossible to forge a from address (not even difficult), so never take it at face value.
What version of avast are you using? (home/Pro and version number)
What is your OS?
What is your email program?
What is your firewall - does it filter email?
Do you have any other security software, if so what?