Empty your temporary internet files using CCleaner.
Download and install CCleaner from http://www.ccleaner.com/download/builds (scroll down the page, download the Slim, no toolbar).

See if the ads with sound will continue.

Scan the system using any of the following:

SUPERAntispyware (SAS) http://download.cnet.com/SuperAntiSpyware-Free-Edition/3000-8022_4-10523889.html

After installing SAS, update it and run a system scan. A quick scan will do.

If SAS found any, let it handle it. If none is found:
Download and install Malwarebytes Antimalware (MBAM) http://download.cnet.com/Malwarebytes-Anti-Malware/3000-8022_4-10804572.html
Do the same by updating before scanning. See if it found any.

As to AVG install issue, download AVG Remover from http://www.avg.com/us-en/download-tools
It will scan and remove any remnants of AVG or failed install. When done, reboot. Redownload the setup file of AVG then try to install again.