Quote - My cpmputer has suddenly been infected by some kind of virus (Win32.xg), or addware, or whatever, that insist that I should DL a program from this site to clean up my computer: http://pcsafetysupply.com/remove_spyware.php?affid=7v5ep 
When I do though, AVGH insist that it's a Trojan HOrse.  In the meantime, I've go this wallpaper warning that my computer is infected, and spybot constantly running to correct it, but it seems to elude al these efforts.

Does anybody know anything about any of this?
DPH

If I were you, I'd go here:

Spybot Forums - http://forums.spybot.info/forumdisplay.php?f=22 

or

Hijackthis Forums - http://forums.whatthetech.com/forums.html

(Hijackthis Quickstart guide- http://www.whatthetech.com/hijackthis/)

Basically, it's a specialized help forum.  You'll need to download "Hijackthis" which is a system evaluation and recovery tool.  You'll post the log file from that program and get customized help.

A few things to remember:

You will probably need to turn off your System Restore feature if you're running WinXP.  That way, it will be more difficult for a virus/trojan to restore itself after it has been cleaned.

You need some sort of firewall protection that is worth something.  WinXP Firewall really isn't effective.  I suggest downloading and installing ZoneAlarm (free version) at least.  That should help you somewhat.

Free security programs:

ZoneAlarm (Personal Firewall) - http://www.zonealarm.com/store/content/home.jsp
Spybot Search and Destroy (Spyware/hijacker/Adware/limited virus software) - http://www.safer-networking.org/en/index.html
AdAware (spyware/hijacker/adware/limited anti-virus) - http://www.lavasoftusa.com/
AVG-AntiVirus - (AntiVirus software) - http://free.grisoft.com/

Free Online Virus Scanners - These can help you determine if your problem is a known virus/hijacker/trojan/adbot/etc (Note - Some of these require an install of a small bit of software used to help them scan your system.)

http://housecall.trendmicro.com/
http://security.symantec.com/sscv6/default.asp?langid=ie&venid=sym
http://www.bitdefender.com/scan8/ie.html

Hijackthis Quickstart guide- http://www.whatthetech.com/hijackthis/
Hijackthis Forums - http://forums.whatthetech.com/forums.html

Understand that I am linking the easier to use and more novice friendly bits of freeware out there.  There are many available.  However, check with someone or check various security forums before you download and install ANYTHING claiming to be a free security program. I can vouch for the above but you don't have to take my word for it.

Remember, when you are online you have a responsibility to arm yourself with the knowledge necessary to be safe.  The most dangerous thing on your computer is you.  No offense intended.  The "internetz" can be a very dangerous place.  Once you get your system cleaned up, take some time reading online on various security sites, make sure you have a good firewall program and anti-virus program.  I'd also recommend either Spybot or AdAware as backups for pesky adware, trojan, hijacker removal as they're both free.

Good luck! Best wishes.