I just noticed something I overlooked...you said this has been happening since you bought your system? So, have you been having this problem since day one? Or did it take awhile before these errors started? How long have you had this computer?
Right now, all I can suggest is updating your AVG, rebooting in Safe Mode, and doing a full-system scan. But before doing that, you might want to try going to Start > Run and typing in sfc /scannow. It will likely ask for your Windows XP CD, so make sure you have it.
Also...what's up with that window in the third picture? The one with just an eyeball? Is that one of your games?