What is the malware name, the infected file name, where was it found e.g. (Malware name, C:\windows\system32\infected-file-name.xxx) ?
Check the avast! Log Viewer (right click the avast ‘a’ icon), Warning section, this contains information on all avast detections.
You say you tried to delete the file, tried’ to me implies it didn’t work, if so what errors were displayed ?
Deletion isn’t really a good first option (you have none left), ‘first do no harm’ don’t delete, send virus to the chest and investigate.
You also mention a web page, was this one you visited intentionally or one displayed without user input ?
You could find that this page has been hacked and is trying run a malicious file to download onto your system. The web shield is possibly what intercepted this and would only give one option, abort connection to stop the download.
So the information about these detections from the avast log viewer would give us some more information to help you further.
What is your firewall ?
Ensure you have the latest version of JRE (JAVA Runtime Environment) because older versions can be vulnerable to malware, yours is out of date by a few updates. First remove All Older Versions From Add/Remove Programs.
Then get the latest update from here http://java.sun.com/javase/downloads/index.jsp
Or JRE version 6 update 5 http://www.majorgeeks.com/Sun_Java_Runtime_Environment_d4648.html
These are suspect, upload to virus total for checking (see below) and report the findings.
C:\WINDOWS\system\lsass.exe
C:\WINDOWS\system\lsass.exe
F2 - REG:system.ini: Shell=Explorer.exe C:\WINDOWS\system\lsass.exe
This it isn’t in the correct folder for XP, it is normally in system32 folder.
C:\Documents and Settings\All Users\Application Data\ipilgruv\ylqvurot.exe
C:\WINDOWS\system32\mtszwvop.exe
Zero hits on google search, suspect in its own right.
O3 - Toolbar: vnbptxlf - {D212F823-17B0-470A-832F-86D3B30EE0D1} - C:\WINDOWS\vnbptxlf.dll
Parasite causing false spyware warnings and connecting to fake "security sites" - member of the FakeAlert aka SmitFraud malware family
I have stopped at this point as your system is riddled so I would say you need to take some remedial action before using HJT again.
If you haven’t already got this software (freeware), download, install, update and run it, preferably in safe mode and report the finding (it should product a log file). In the preferences, Scanning Control tab, tick all scanning options.
SUPERantispyware On-Demand only in free version.
Upload to VirusTotal - Multi engine on-line virus scanner and report the findings of these files here. If any are detected by multiple scanners send example to avast, see below.
Send the sample to virus@avast.com zipped and password protected with the password in email body, a link to this topic might help and undetected malware in the subject.
Or you can also add the file to the User Files (File, Add) section of the avast chest where it can do no harm and send it from there (select the file, right click, email to Alwil Software). No need to zip and PW protect when the sample is sent from chest. A copy of the file/s will remain in the original location, so any further action you take can remove that.