Messages like that are due to the RPC/DCOM exploit, which is a vulnerability that allows an attacker to gain access to the destination machine by sending a malformed packet to the DCOM service. It uses the RPC TCP port 135.
Too technical…
Well, you need:
Fully update your Windows installation.
Use a firewall.
This message is from Network Shield of avast, a protection against known Internet worms/attacks. It analyses all network traffic and scans it for malicious contents. It can be also taken as a lightweight firewall (or more precisely, an IDS (Intrusion Detection System). But it’s not enough, you need a real firewall…
Don’t know if you can read English, but you can test your DCOM patch at Steve Gibson’s site (GRC.com). Some of MicroSoft’s patches left DCOM running. There’s a small downloadable program (29K) that will test your installation and Finally turn DCOM off.