See: http://forum.avast.com/index.php?topic=12079.15
KAV removal tool: http://www.ice-kav.com/utilities.php
http://www.ice-kav.com/downloads/util/KAV_Registry_Clean.zip
Maybe, just delete KLIF.sys file.
According to which Kaspersky product you were using (http://www.ice-kav.com/tools.php):
KAV 5.x removal utility: KAV_Registry_Clean.zip
KAV 4.5x removal utilty: KAV_Rem.zip
AntiHacker removal utilty: KAH_Rem.zip
Please do NOT use Kaspersky anti-hacker together with Avast!
It seems that Kaspersky writes something in the registry that is picked up by Avast! that makes Avast! think there’s another AV program installed.
Allthough this is not the case (KAH is a firewall, not an anti-virus prog) Avast! will nag you about this.
Read here : http://forum.avast.com/index.php?topic=13835.0