Update 09.08.2009
Avira v. 8.02.00.240 detected a "unwanted program" (category: Maleware) in the actual version 2.2f of hfs.
The original message reads:
"Maleware"
"hfs.exe wurde ein Virus oder unerwünschtes Programm 'APPL/Agent.572928' [program] gefunden"
NO VIRUS !!!
Avira Filepath contains: "\...\hfs.exe:Zone.Identifier"

This happens if " Search for APPL" (Applications) is activated.
And it is maybe not a false alarm because "APPL-warning" is defined as "... APPL could maybe include a risk".
" SilentPliz is right.
... Your antivirus tells you simply that HFS connects to Internet, that which is potentially risky.
APPL/HTTPFileServ = APPLICATION/HTTP FILE SERVER = HFS"
bye