Trojan Generic Dowloader X

I turnd on my pc this morning and my Mcafee caught a trojan called Generic Dowloader.x.

when I scanned it with Mcafee it found another one called Generic.dx.

I cleaned them all with Mcafee.

I am wondering:
1-where does this come from?website that I visit?I received the same message at home also.
2-It pointed to my program /KEEPASS PASSWORD SAFE/UNIS000.DAT and on another file iehelp.

does this mean anything?do I have to worry about my files was stolen?unis000.dat is just for unistall I think and iehelp.
when I checked on mcafee site it says its low threat trojan.

3-how can I avoid this in future?

Thank you