Hi Anapatura,
The most common route for a virus onto a machine is "a game someone gave to me".
Typically, the game is genuine and the person passing it on is unaware that the file actually is a Trojan.
I would guess you have (AVG) a better, more up-to-date virus checker than them.
It may be possible to "clean" the trojan out of the file, or find an alternative source that has an un-infected copy of it.
All GOOD virus checkers will occasionally give false positives - i.e. block programs that are, in reality, quite benign. I'd rather they occasionally erred that way round, rather than the reverse.
Interestingly, maybe, I was shown today what appears to be a false site for AVG free - I'm checking it out as I type this... the site is www,freegrisoft,co,uk where I've purposefully put commas, so as to NOT make it too easy to get there! It seems to consist only of links back to itself. Somewhere in there, I suppose there has to be something nasty. I can't quite see what, but maybe that's because I'm using SeaMonkey/Ubuntu rather than IE/Windows.
The real AVG free comes from the real place.