Do a malware check with a few malware scan programs. You need to use all programs because each detects different malware. Make sure that you update each program to get the latest version of the database.

   http://www.malwarebytes.org/mbam.php - Malwarebytes' Anti-Malware
   http://www.superantispyware.com/ - SuperAntispyware
   http://www.safer-networking.org/en/index.html - Spybot Search & Destroy
   http://www.lavasoft.com/products/ad_aware_free.php - Ad-Aware Free
   http://www.microsoft.com/windows/products/winfamily/defender/default.mspx - Windows Defender: Home Page 

See also "Spyware on Windows": http://kb.mozillazine.org/Popups_not_blocked

Thanks for the suggestion and links. Finding the malware isn't the problem however. Avira finds and reports it every time Firefox opens. I hit the remove button, but the warning from Avira comes right back when I close Firefox. I don't think it is actually a malware or virus, just a false positive from Avira. I think I will try another antivirus and see if it is detected there. Neither Spybot or SuperAntijspyware detect it so I am thinking it is an Avira problem.

you should try Malwarebytes, its very powerful

I deleted Avira and installed Avast and am no longer getting the warnings. Problem solved!