Okay I followed the instructions to delete the malware but it just kept switching names.
So I ran AVG in Admin Mode and deleted both.
After that I completely un-installed AVG and it gave me an option to also delete any viruses or anything that was in the vault so I did.
I read up a little on different security and decided to go with BitDefender Total Security 2008.
In a few tests of products it came out number 1 and AVG didnt fare so well.
Now Ive run scans and come up clean :)
I also have SUPERAntispyware installed < great program.
Just wanted to post and say thanks for all the help.
Sorry for the lag between responses,all the help is greatly appreciated!