Did AVG place all the files it detected into its vault? The vault is a safe environment for containing infected files and further investigation of suspicious ones. Afterwards, you can safely delete them. If AVG could not remove all these files, then I suggest you follow TMacK's instructions for posting a hijackthis log.
BTW, if your running Win XP/2000, you can compliment your AVG anti-virus by using AVG Anti-Spyware 7.5
. (This is Ewdio 4.0 renamed. If you already have Ewido installed, please update to this version which has a special "clean driver" for removing persistent malware.)
Be sure to print out and follow the AVG Anti-Spyware Install-Scan Instructions
for performing a scan in "SAFE MODE
Using any P2P file-sharing program is a security risk. Even if you use a spyware-free P2P application, you still have to contend with the possibility of downloading malicious files from unknown sources and infecting your system. P2P networks have infected files on them and a number of them have malware that is included with their software. Using P2P software makes you susceptible to a smorgasbord of malware infections, remote attacks, and exposure of personal information.