Don't let AVG delete files in the Firefox Profile Folder or you will get problems that things are no longer working properly and you may need to create a new profile.
The sqlite-journal files are used by the Firefox SQLite engine to update the main database file, in this case the phishing protection database (urlclassifier3.sqlite).

• http://kb.mozillazine.org/Profile_folder_-_Firefox

Hi (& Thanks),

Does AVG identifying this file as a threat, mean that it is, and I should use SQLite engine to fix it - or are you saying I can just leave it alone?

Thanks again, Matthew

Just leave sqlite-journal files alone unless there are already problems with the main database file and that case both the database file and the accompanying journal file need to be removed. Those journal files are used to make it possible to roll back changes when something goes wrong during an update of the database.

Many Many Thanks! Matthew