Download TrojanHunter or The Cleaner from:
http://www.trojanhunter.com
http://www.moosoft.com
Both offer 30 days trial.
See if any will get rid of the trojan.

That dll file is MultiMedia Kernel support Driver but it should be located in system32 folder instead of root directory of Windows.

You can also try to scan using freeware SUPERAntispyware from http://www.superantispyware.com

If AVG cannot handle it properly, it could be because there is a processes running behind which means it is in use. Have you tried to scan with AVG in safe mode?