You don't appear to have a virus but that software is trying to download virus signatures which aren't encrypted, so 'any' signature based antivirus would alert on these.
At some point you have installed something that includes this anti-phishing tool, possibly ISP based security, I don't know.
As I have said I believe these additional applications are pretty much redundant with avast and browser security (you don't say what browser you are using ?), etc.
So I would check your add remove programs/programs and features (depending on OS) and see if it is listed (anti-phishing Domain Advisor, I believe it is but that may differ).