AVG has been crap for a while, someone will probably suggest a better combo but I personally use Malwarebytes' and Microsoft Security Essentials, works like a charm.
Clean out your PC, make sure it's clean, restart it, scan it again until it's clean. If it's still not clean after doing this several times, take it from there by asking on some forum dedicated to whatever it is.
I'm guessing you're running TinyPC as a virtual machine, if you are running things inside of a virtual machine shouldn't be able to effect your actual machine, but it's not like it's totally impossible.
If you're running things you're unsure of or downloading questionable things (torrented porn from shitty websites or other such things) chances are you'll eventually catch something. A lot of keygens will send you messages, yes, this is common, also in bots. They need to log keys, so yes it's important, as long as it's not actually sending the information off of your computer you should be fine, you can probably contain it with something like sandboxie to make sure it's not.