You should only have to edit 'freshclam.conf'.
As first search for a line containing 'Example' and comment out.
Secondly, search for following section:
Code:
# Uncomment the following line and replace XY with your country
# code. See http://www.iana.org/cctld/cctld-whois.htm for the full list.
#DatabaseMirror db.XY.clamav.net
uncomment the last of these lines and change 'XY' into your location.