You say you have AVG and a firewall, but then ask about spyware software because you had a virus.
A virus is not spyware and spyware is not (usually) a virus so you need different products to look for each. AVG for example will not usually find spyware.
Also, it is OK having a firewall, but if you just say "ok" to everything that asks to connect to the internet you may as well not have it.
So things to consider:
1) You must have an anti virus product on your PC, but make sure it updates each day, and try to run it each day (or let it autorun).
2) You mut have a firewall on your PC, like say Zone alarm, but every so often go into Zone alarm and CHECK what programs have been given access to web. If there is any you dont recognise do some research.
Every so often I go into ZoneAlarm and delete EVERY program that has access to the web. I then let every program ask AGAIN for access to the web, that way I can check what programs may be installed on my PC and going out to the internet.
3) You can have one or more spyware [products on your PC, but again you must update them and run them on a regular basis.
I use malwarebytes and adaware. Others also say Spybot Search and Destroy is good.
You can download and install all three if you want.
http://www.malwarebytes.org/
http://www.lavasoft.com/products/ad_aware_free .php
http://www.safer-networking.org/en/index.html