I would also recommend a complete uninstall of AVG followed by their cleanup/removal tool. I would then install Avast, let it fully update, then immediately do a boot time scan.
I quit using AVG when I noticed the program itself becoming infected.
The ESET scanner is quite good and may eliminate the problem for you (if you checked all options aside from proxy). As CRCSUX suggested, Hitman Pro is also excellent for a one time run (unless you want to buy it). TDSSKiller.exe might also help locate the culprit. But even if you find and repair the problem using one of those tools, I would still swap to Avast.