AVG Anti-Spyware is no longer available for download. These instructions remain here for anybody who may need them.
Here is a nice and easy to use guide on using AVG anti-spyware.
Once you have downloaded AVG you will be presented with this screen.
The first thing you should do is update it.
The next thing you need to do is ensure that the active protection is turned off. (This only needs to be done during a malware removal process, once all malware has been removed and you have been given the all clear you can then turn it back on).
Next, you need to do a complete scan.
Next, the recommended action should be set to quarantine automatically (as you can see mine isn't because I've had AVG for a while). You need to quarantine all nasties.
Next, you need to create a report as outlined to post along with your HJT log.
AVG anti-spyware is a very easy to use piece of software but a lot of people seem to have problems with it, hopefully this short guide will help with this issue.