I had the same issue on my parents' computer. Multiple trojans that AVG wouldn't heal because they were imbedded within archives. I believe that the recommended procedure was to back up that archive to a floppy or CD and then just delete the entire archive. In my case, the archives were some .cab files that weren't necessary anyway, so I deleted them, rebooted, ran AVG and everything came up clean.
Actually, I just searched again. I think this is what I read before. Read the bottom.
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