Question about AVG and other antivirus things?

Several things first of all you should have only one anti-virus unless you know how to create the exceptions to allow two to run without killing each other. Next, the only thing that should notify you that you are infected is your anti-virus, it sounds like you have some malware or adware that is attempting to get you to download the real virus. I would download Avast, it is a free and set it up to do a on boot scan, this may require you to uninstall or disable your current anti-virus. Just don't click through too quick or you will miss your on-boot option.