Windows 7 - AVG 2011 broken digital signature.....

I am aware that there are other threads for this topic, I have read them but I am still not sure what to do as my circumstances are a little different, and because of the circumstances I think It is more likely that the broken signatures were caused by some kind of virus in my case.

I was on the internet when AVG notified me that it had blocked two threats, so I closed out of the site, then proceeded to shut down my computer anyway to be cautious. I restarted my computer and started a scan just to be safe, and It found two broken digital signatures:

C:\Windows\Installer\25706.msi\ISSetupFile.SetupFile7

C:\Windows\Installer\25706.msi

I cannot seem to locate either of these on my computer, and what is even stranger is that when I pasted the second one into the navigation bar It attempted to initiate an installation of what it said was some sort of video program (didn't think to take down the exact name unfortunately). However almost immediately the first little window closed and another one came up saying that the installation didn't work.

You will have to bear with me as I am not 100% technically savvy (though i'm not utterly technologically illiterate), But something is definitely wrong and I would appreciate any help you can give.

Thanks.

That might be nothing but I would want a second opinion:
Load this and run a full scan:
Malwarebytes : Malwarebytes Anti-Malware is a free download that removes viruses and malware from your computer

Then I would get rid of AVG (too bloated, too many false positives) with this here:
AVG - Download tools

and replace it as you antivirus with either
avast! Free Antivirus - Download Software for Virus Protection
or
Download details: Microsoft Security Essentials

-DG

Thanks for the help. Malwarebytes didn't find anything, yet things had started to go weird elsewhere on my computer when the scan finished. I did a system restore and that seemed to fix everything, I did another scan after with AVG and It didn't find anything wrong so I might be okay now, I will Try Avast and some others though. Thanks again for the help

you're very welcome. Glad you got it sorted out
Thanks for the feedback

-DG