Same exact thing happened to me in the afternoon of Oct. 13, 2008. AVG resident shield suddenly detected multiple trojan threats, all of which were files that are part of the Zone Alarm program. Before I knew it, they had been deleted and the firewall stopped working. Since this apparently happened to many people at the same time, I suspect that a zone alarm update caused AVG to detect the updated files as trojans. AVG is infamous for false-positives.
Anyway, I got things back to normal as far as I can tell. I just uninstalled zone alarm then downloaded it from the internet and re-installed it. So far, so good. No virus alerts, firewall is working properly.