A Trojan virus invaded my system yesterday, avast! did not stop it

Viruses and worms
1

Does avast! have a firewall included in the software?

2

Not yet. It will have on avast 5 suite.

3

There will be in the new Avast 5 security suite http://blog.avast.com/2009/07/20/avast-5-is-coming-soon/

4

So, do you need help in removing this? Or did Avast eventually kill it?
Are you using any firewall? (Windows XP/Vista has one built in to the OS.)