Avast blocks virus from http://urlfilter.vmn.net

Every time I am browsing the Internet, I always get alerts from Avast telling the a virus has blocked from the address http://urlfilter.vmn.net/vmnsbf/data/121114080835-m.zip. It appears as URL MAL alert or Trojan alert. The warning will pop-up randomly. What I have noticed, it only emerge while I am online and Internet Explorer is running. It does not happen on chat programs or while I am checking emails. Could it be that my browser is infected with virus or something?

At first, I am thinking that it was a false-positive. However, seeing the zip file, I known that it wants to download something onto my computer. I have no resources about urlfilter.vmn.net, it could be good or bad.

I searched the Internet about this malicious URL but found few information. Why is Avast keeps on showing this virus? Is it just a false-positive? Anyone here have experienced this kind of alert before? Please help me solve this problem.