That's the virus I had a few weeks ago and there was a strange file called crashlog.tar.gz in my Windows system folder which was causing these infected .dmp files to appear - in my case they appeared in the Avast folder within my Temp files. As long as crashlog.tar.gz was on my system it caused infected files to appear in the Avast Temp folder every time I ran Avast to do a scan, even when it was in my Recycle Bin.
I found like you that Avast couldn't delete it and eventually after a lot of toing and froing with DavidR we decided I could delete it manually. Once I had deleted it and all the infected .dmp files, and empted my Recycle Bin, all was fine. My understanding was that DavidR thought this infected file had come with a program download installation from somewhere.
You might find you can delete the .dmp file manually by navigating to the folder and deleting from there, and then deleting it from your Recycle Bin.
And yes double check you have all patches up to date. Microsoft put up five new Critical Updates earlier this week.
Here's my strand about this if it's any help at all
http://forum.avast.com/index.php?board=2;action=display;threadid=4901;start=0