You have a security problem pop up!

Hello, I really need help.

I have a new dell inspiron laptop with a full AVG package but this pop up keeps coming up, I have tried hundreds of websites and hundreds of downloads and nothing has worked. Even if I dont click on the pop up it automatically interupts anyhing im doing. Usually it just tells me a threat has been detected and the name of the threat which is exploit rogue spyware scanner (but ive noticed a few different threat names too) then when I click ok I get a message saying undefined and when I click ok the same message comes up agian only with a question mark beside it. While all this is happening a scan is automatically started which then tells me I have a hardware error in both drives C and D and a security threat in shared documents although I dont have any shared documents nor can I find a hardware error in either of these drives. A message then appears telling me harmful and malicious software detected, it lists 3 programs that are of high alert level, they are; ipexewin.exe; audiopitusr.exe; exeiptransfer.exe. (These are all meaningless to me) Im given 2 options in this message remove or ignore and it doesnt matter what I click, I get a file download-security warning asking me to run, save or cancel. If I click save it saves something which I have never been able to find again and if I click run I get an internet explorer warning, so far I havent went any further just incase but ive tried everthing else.

Sometimes it will offer me scans from a package which do no good. Ive downloaded everything recomended and nothing will work, im currently running a malwarebytes antivirus scan which has taken over an hour and is still not finished.

Im really not great with computers and I would appreciate it if I could get any help at all but in simple terms and steps as I really dont understand computer jargin, I really need simple as in go there and click that please. Any help would be greatly appreciated