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Holy crap. What sorts of things are you downloading and where from?! I have been using AVG, and AVG alone, for the past 3 years or so and have never come across anything. Even while downloading songs from Frostwire for about a year straight.
Are you running Microsoft XP, Windows Vista, or 7? If so, I would recommend turning off the auto updates. Either completely off, or on the "important updates" only option. Doing this will actually keep your computer running smoother and quicker.
Also, are you using Internet Explorer as a browser? If so, I would switch to Mozilla Firefox or Google Chrome. Both are more secure (harder for you to get "hacked"), run faster, and are less buggy. Chrome isn't quite implemented with all websites yet, but I would be willing to bet that it will work with any of the sites you visit daily.