What is the infected file name, where was it found e.g. (C:\windows\system32\infected-file-name.xxx) ?
Check the avast! Log Viewer (right click the avast 'a' icon), Warning section, this contains information on all avast detections.
You could have more than one element to an infection and the other part/s (undetected/hidden) are restoring the file which is being detected again by avast.
What is your firewall ?
It should be capable of blocking unauthorised outbound Internet Connections.
If you haven't already got this software (freeware), download, install, update and run it, preferably in safe mode and report the findings (it should product a log file).
1.
SUPERantispyware On-Demand only in free version. Or
Spyware Terminator Resident scanner (if you use this don't install the toolbar or crawler or the anti-virus module). Or
a-Squared free. I suggest trying then in order as the order that represents the better detection and clean-up. Some elements of the programs might not work if you have an older OS like win9x or winME, this is namely the resident protection in SpywareTerminator.