You might not have set a password but programs do to protect their files/updates and this is what it seems to be a Steam archive file.
Files that can't be scanned are just that, not an indication they are suspicious/infected, just unable to be scanned.
Many programs (usually security based ones) password protect their files for legitimate reasons, there are others (and avast doesn't know the password or have any way of using it even if it did know it).
By examining 1) the file name, 2) reason given by avast! for not being able to scan the files, 3) the location of the files, you can get an idea of what program they relate to.