If the infection appears to be coming back there may be an undetected part of it (possibly hidden by a rootkit). I recommend scanning your computer using updated AVG Rescue CD. Here you can find more information on how to do that.
Should the issue persist, please provide us with an msinfo output, a screenshot of the AVG detection message and both GMER scan results for analysis.
Alternatively, you could contact AVG customer care experts via phone or chat to help you removing the infection, if you'd prefer rather one of these avenues.
I tried to use AVG to get rid of the sheur4.ese trojan horse and it keeps coming back. I have tried several other things (windows defender offline) but it won't run the disk that I made from the boot menu. Any help would be appreciated.