Hi,
As you've no doubt figured out for yourself, the "possible" danger is no more than that -- the same warning would be triggered by, e.g., any exe attachment as being in a suspicius category. If there really was an infection involved, avast would sure as heck let you know.
I get those iframe warnings too, typically from Yahoo groups, and I unfortunately haven't yet found how to give "remembered" permission on the fly. It's rarely clear what the originating URL is. so I've just resigned myself to hitting "Continue" each time if I'm sure it's OK. And what the heck, if I'm wrong then avast will let me know.
Sorry if this isn't an awful lot of help.