AVG free will never find that kind of a virus. I bet you my bottom dollar that you have a virus.
Here is a tool to remove the virus and vaccinate your USB against further viruses.
Download UsbFix (created by El Desaparecido) on your desktop.
If your antivirus gives an alert, ignore it and temporarily deactivate the antivirus.
Plug in your usb devices (Flash drive, pen drive. External HD etc...) don't open them.
Double click sur UsbFix.exe.
Click on deletion
Let the tool work.
Let me know
Moderator/virus security contributor