Missing file or folder?

I am using window XP media center & avast 4.8 pro anti virus. i've received virus alert from avast about sieve.exe and after deleting it when i am connecting any new USB drive i am getting error about "the file or folder "sieve.scr" that this shortcut refers to cannot be found" i've tried to search on google but no answer found. can any one tell me how to solve it? i don't want to format if direct solution is available. Please help me out .