Yeah, DELL sucks because you downloaded a CD crack and got owned. Good game.
Anyway, that aside, i used to use AVG and it was fine.. Now i'm using:
Anti Virus: Symantec Corporate
Fire Wall: Zone Alarm
Anti Spyware: Spyware doctor/Ad-Aware SE Personal
Dude, when i had AVG it would delete the virus straight away, i wouldn't even need to scan it (which you should do to most files you download, anyway). You didn't mention anything about a firewall, btw, they play an important role in protecting your PC.. and Windows firewall is a joke, so don't just use that.
Not all CD cracks are viruses, you must be downloading them from crappy site, or from Limewire/Beashare etc.