There will be some overlap but essentially they are looking at/for different targets.
All I can suggest is that you monitor your system and should this crop up again make notes, make a screen shot if possible and we can hopefully be better informed and hopefully we can provide more detailed advice.
I don't know if you have a firewall but one with outbound protection is an essential defence against many trojan attacks and XP's firewall doesn't provide this.
Whilst the windows XP firewall is usually good at keeping your ports stealthed (hidden) it provides no outbound protection and you should consider a third party firewall.
Any malware that manages to get past your defences will have free reign to connect to the internet to either download more of the same, pass your personal data (sensitive or otherwise, user names, passwords, keylogger retrieved data, etc.) or open a backdoor to your computer, so outbound protection is essential.
Zone Alarm free
http://www.zonelabs.com works fine with avast and has a reasonably friendly user interface. There are others, Comodo, Sunbelt Kerio, Jetico, etc.
See some firewall tests for comparison, some are freeware but many are paid for versions
http://www.firewallleaktester.com/tests.php. Also see
http://www.thefreecountry.com/security/firewalls.shtml