You should not be using avast and AVG at the same time on your computer. The concern with using more than one anti-virus program is due to conflicts that can arise from them both running together at the same time in real-time protection mode. Anti-virus software componets insert themselves into the operating systems core and using more than one can cause instability, crash your computer, slow performance and waste system resources. When actively running in the background while connected to the Internet, they both may try to update their defintion databases are the same time. As the programs compete for resources required to download the necessary files this often can result in sluggish system performance.
While operating in real-time mode, each program will often interpret the activity of the other as a virus and there is a greater chance of them alerting you to "False Positives". Further, if one Av finds a virus and then the other also finds the same virus, then both programs will be competing over exclusive rights on dealing with that virus. Each piece of AV software will attempt to seize the offending file and quarantine it. If one AV finds and quarantines the file before the other one does, then you encounter the problem of both AV's wanting to scan each other's zipped or archived files and each reporting the other's quarantined contents. This can lead to a repetivite cycle of endless alerts that continually warn you that a virus has been found.
Ewido is ok to run with either avast or AVG. Ewido may not be picking up the malware because no single product can detect and remove all threats at any given time. Each vendor has its own definition of what constitutes spyware and scanning your computer using different criteria will yield different results.
Did you receive a Network Sheild alert that looks like this
Network shield is meant to block known internet worms, "NETWORK SHIELD: BLOCKED "DCOM EXPLOIT" - ATTACK FROM 126.96.36.199:135/TCP" basicly means avast has blocked one (dcom exploit) and you are protected/safe.