1. just see where the files are and erase them "manually". AVG might not do it for you. They can often be found on the system dir or temporary internet files dir. If they're located on your restore directory they can't be erased. Use system restore if you need to go back and/or disable it from system/performance/file/troubleshooting and then re-enable it. Your restore folder will be cleared and the viruses will have gone.
2,. Never heard of it before but I think you might have some loader in the registry which cannot be getting rid off with spybot. Get registry mechanic or any other safe registry cleaner and give your registry a checkup. Also if applicable: run/msconfig/startup/cleanup. If you get a message "a setup program was run that requires a restart", there's a pest running from the registry restart and your computer will make the necessary changes. Even check add/remove programs in cases some funny program that shouldn't be there has made its way to your computer.
I hope that helps, it's really a bit of a headache
As a last resort can also use System restore to go back...good luck