Well that is a windows error and I can't imagine what file would need to be created by avast that already exists when you stsart a scan.
Does this happen for all scans, explorer, right click scan also ?
Try a repair of avast. Add Remove programs, select 'avast! Anti-Virus,' click the Change/Remove button and scroll down to Repair, click next and follow. You need to be on-line to do this.