If avast found this whilst browsing, which provider detected it, Web Shield or Standard Shield, there is a difference, check the avast log viewer for more details.
Web Shield would have only one option abort the connection, e.g. stop downloading that item. So nothing shpould have reached the HDD so you wouldn't find anything. If it was Standard Shield that detected it then it would give several options, move to chest, delete, etc. and would have shown a location on your HDD where the file was located.
I to never allow explorer to connect, it is blocked by my firewall.
Mine is 1,032,192 bytes, last modified 04 Aug 2004, version 6.00.2900.2180, I think windows may be doing some form of self healing and getting a copy from the windows\servicepackfiles\i386 folder or protecting it because it is in the windows folder.
You could also check the offending/suspect file at:
Jotti - Multi engine on-line virus scanner if any other scanners here detect them it is less likely to be a false positive. You can't do this with the file in the chest, you will need to move it out.
Or
VirusTotal - Multi engine on-line virus scanner How is it trying to connect, are you able to do a screenshot ?
Try downloading this program and running it, this is a more specialised trojan detector
Ewido Security Suite.