Hmmm there's also the possibility that the site you visited contained a special Javascript coding telling it to open a new window every time you closed the previous one. That's not a virus it's a known Javascript command which advertisers use frequently. It may be why Avast didn't recognise it. They've also probably set it up so that it plays the awful musack whilst you're struggling with their pages. Nasty.
There are I believe viruses which can also do this so yes send the information to the Avast team. They'll be able to confirm if it's one or the other.
I'd check that Avast is fully up to date, and run a full system scan straight away just to be on the safe side. Also clear your web browser cache before you run the scan.