Hi,
this is imho part of the updater-component in avast, and most probably not a trojan.
your FW gives a false alarm 'cause avast wants to connect to the internet, and check for/download avast-updates.
I think this file is created only temporary, so you probably can't send it in ?, but send a link to this topic to your firewall vendor and ask for clarification or a fix
In the meantime, explicitly allow avast-setup in your FW, or do updates manually (see avast docu, faqs and Board for details)
P.S.. Which Firewall/version do you use ?