First I would suggest updating and running your AVG Spyware (I assume you mean AVG Anti-Spyware) and remove anything it finds, as it is probably among the best. But how ever you remove malware, always be sure to delete all back-ups such as System Restore to make sure you do not restore the problem.
Read Spy Sheriff removal
Also, before installing an unknown spyware utility it can be beneficial to first check with The Spyware Warrior List of
Rogue/Suspect Anti-Spyware Products & Web Sites which is frequently updated.
Hope this is helpful. Post back how it goes.
Charlie
When I turned on my laptop this afternoon my AVG MaleWare detected the spyware sheriff trojan horse I'm running AVG Spyware I'd like to know are there any programs to delete this before it causes damage to my system.

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic