hmm again point with AVG Free... well AVG free is good to detect but it wont clean up unless u buy the lisance for the Pro version...
turn the system restore of when scanning the full system...
u can load antispyware programs... as this is a trojan they will b able to clean it up... best will b Spybot
& try to post the HijackThis Log file... user may help u up with that one... to select which one to delete manualy...