URL:Mal threat has been detected

Okay so in short, I opened a .scr file which I was already suspicious about (I don’t know why I did that). And now every 30 seconds, Avast says
“Malicious URL Blocked” with this being the details:

http://i.imgur.com/cqlNs.png

I did a system scan but it doesn’t detect anything. Note that I’ve already deleted the infected file and it’s folder which Avast shows.

I did find some results on googling but every answer said that solutions can be highly case specific so I though it’s better if I make a separate thread.
Any idea how to fix it? I’m pretty careful about opening stray exe and scr files but my brain betrayed me this time.

If you are still getting the Malicious URL alerts from avast, then there are likely to be hidden elements now installed as a result of the initial running of the file.

This needs further analysis by a malware removal specialist:
Go to this topic http://forum.avast.com/index.php?topic=53253.0 for information on Logs to assist in cleaning malware. Use the information about getting and using the tools and attach the logs here, not in the LOGS topic.