It sounds like your computer is infected with viruses. Scanning with just AVG, especially they free version, will not find some viruses. I recommend downloading a spyware or malware remover from a legitmate site like filehippo.com. Also you will need to reset your browser back to factor settings; In Internet Explorer 8, go to the advance tab in the internet options menu and click "Restore Advance Settings" and also click the "Reset" button under that.
If this is too much for you, I highly recommend that you take your computer to a computer repair tech because when it comes to removing viruses, you can really damage your computer.
Hope this helps