Strange Windows error 1006 = "The volume for a file has been externally altered so that the opened file is no longer valid" and 000003EE = "The system cannot find the path specified."
So I'm not sure this is a corrupt file, perhaps interaction with another program, however, did you use a file download manager to download the avast setup file ?
Have you previously had another AV installed in this system, if so what and how did you get rid of it ?
What other security based software do you have that might interact with the install, e.g. Spybot S&D (TeaTimer), AdAware (AdWatch), SpySweeper, PrevX, WinPatrol, ProcessGuard, etc. ?