Avast Mobile Security installation help?

Hi community,

Recently got a Samsung Galaxy s3, and I am very happy with it. As far as I am concerned, there have been news that android phones are getting malwares. So I installed Avast Mobile Security, but it prompts me to install another software (forgot what is it called), and telling me to allow Unknown sources. I am not sure if this will do anything bad to the phone, can anyone help? By the way, I am running at Android 4.1.1 (Jelly Bean). Thanks guys.

https://support.avast.com/index.php?_m=knowledgebase&_a=viewarticle&kbarticleid=1034