Local antivirus products, like AVAST, or AVG, Nortons, etc., usually offer a Web Filter / Internet Security / Web Shield type feature that you can optionally turn on / off. See an example of Avast here.
The antivirus vendor will make a good sales pitch for why you should turn this feature on, however it’s bunk. You do not want to turn this feature on because A) it filters nothing, and B) they see ALL OF YOUR INTERNET TRAFFIC – and I mean all of it, including HTTPS.
Some antivirus products will give you this warning after installing Kibosh Filter: “DNS: device is vulnerable to attacks”
This means the antivirus web filter has detected a change in DNS servers which is true – Kibosh Filter is a DNS service. There is no issue to be concerned with, you can disregard this warning.