It could be a virus - the fact you couldn't download AVG is a clue as a lot of malware will prevent you from downloading anything that may detect it. Not sure what your AV is now? Are you able to download updates to definitions? If not and you can't download AVG or Avast then try doing an online scan such as Housecall:
Trend Micro HouseCall - Free Online Virus and Spyware Scan - Trend Micro USA
Also it you should check your security settings - they may be set too high to allow downloads of certain file types.
Cheers
