1. What is a transfer file.
A file that you download or receive (like an email attachment) from other user of MSN.
2. Why would u put Program Files\Alwil Software\Avast4\ashquick.exe What is the purpose for it.
To scan it on-demmand. Standard Shield and IM provider will scan it on-access. But, to be sure and scan archive files, you could use the 'extra' protection of ashquick.exe
When u get email or u send email that they scan it.
Do you believe more on MSN scanning than your own (avast)?