Run Rkill then dump AVG - its total crap. Install Ccleaner if you haven't already, and run it,From my Sig below, download and run Super Antispyware, Malware bytes and Spybot S&D, then get a better antivirus, MSSE if you want a free one, but Nod32 is better ( there is a free trial), you have to do full scans with all programs, quick scans do bugger all. Depending on the speed of the computer will take several hours to do them fully.
Also do a hijackthis scan, and post back the log.
Depending on if the above programs remove it all, there are several other things to do.