Yes, but I don't see the relationship between the two, where is this command line coming from ?
What is your firewall ?
As I believe what is an internal MS file like mshta.exe should have any need to access the internet, so something is either manipulation this file or has hacked it to try and connect and a firewall with outbound protection should detect this.
Whilst the file name matches the MS legit file, that is no guarantee it is legit. Try a system search for mshta.exe and report the locations it is in ?
Have you tried running SAS and MBAM from safe mode, they are more effective from there.
AdAware really is a waste of HDD space, IMHO and since both SAS and MBAM offer better detection and cleaning, etc. it really is redundant.