After you have scanned with AVG, download and install Spybot Search & Destroy. Have it do a full scan of your system.
It will remove some other treats that antivirus don't remove. Normaly, spywares are not concidered as a virus.
You can also try Avast, another free antivirus.
Just make sure that you don't have more than one anti virus running at the same time. Set 1 to start with windows and start the other manualy ONLY.