Just plug your USB flash drive into the USB port of your infected computer.
Wait for the hardware to automatically install on your computer. (If the flash drive has not been used previously on the computer.)
After the hardware is installed, the flash drive is ready to use
In most cases, an Options Window automatically opens.
Select: Open folder to view files
(If the Options window does not appear, go to Start > My Computer.
Locate the flash drive and double-click on it.
Doing so will open the flash drive.)
You will see what files are in your flash drive.
Select the exeHelper file, and double-click it to open.
If it does not run, drag the exeHelper file to the Desktop by doing the following:
-Click and hold the mouse pointer over the file (Do not release the click as this will merely highlight the file and not prepare it for dragging.)
-Move the mouse pointer over to the Desktop.
-You should see the file visibly "moving" on the screen to indicate where it is going.
-Release the mouse pointer over the Desktop to 'drop' the file
Now, double-click the exeHelper file on the Desktop and see if it runs.
On connecting to the Internet:
Check to see if the Internet Explorer connection setting is set to use a proxy server:
-Open Internet Explorer, click on Tools, and select Internet Options from the drop list.
-In Internet Options, select the Connections Tab, and press the LAN settings button.
-In LAN Settings, check the box next to: ‘Automatically detect settings’
-Click: Apply, and then: OK
Also, try uninstalling AVG Antivirus from your computer
Click Start > All Programs > AVG 2011 > Uninstall AVG 2011
Or, you can uninstall AVG 2011 from Control Panel > Add or Remove programs
Now, see if you can download exeHelper, and provide its report.
Retired - Doin' Dis, Dat, and slapping malware.