The two files would appear to be associated with the error report/warning that you received. It is possible that they were deleted by windows after the warning.
I don't believe it has anything to do with a virus, which, hopefully avast would have caught.
By 'you were unable to find them' do you mean that the files were not there or the folders didn't match the path?
DOCUME~1 = Documents and Settings LOCALS~1 = Local Settings