I scanned my system with Avast and also my mobiles MMC card. It showed that a java app in my phone and the same app's installation file on my PC is a Java:Agent-AZJ [Trj]. (A class of that java file to be specific.)
This app was given to me by my bank for mobile banking. I downloaded that app again from their official site and also made them send it to me again. All the files show the same alert.
Please help I'm very worried. I've been using this app for couple of months.