Thanks essex. But I don't think the problem came from the router, because in this morning I have the same warnings on my desktop, which have different internet provider, cable pluged, OS Win XP Pro.
Also I forgot tell you that the warns appears only when I am surfing, browsing using Firefox. I had made an online scan with BitDefender just before a warn, and didn't found anything. When I am using IE 8, on both machines, no warnings. Though need use more IE, test it, which it is not my beloved browser. Still I am thinking if I will reinstall firefox will solve the problem, or in the same time this new VR.6 of avast doesn't have any conflicting areas, because this warnings started after the program update.