Have you plugged in flash drives used on other computers? Some types of malware spread by infecting other files, and by placing themself onto flash drives.
The NI files might have been clean, but been infected by the malware from somewhere else. Are any other files infected? If that is the only file found to be infected, your computer may not really be infected. Simply having an infected file doesn't always mean the whole system is infected.
Does anyone else have access to the computer? Perhaps they acidentally downloaded something that was malware?
Try uploading the file to VirusTotal for identification. You may have to briefly disable AVG to be able to do this, as AVG will probably try to stop you from interacting with the file. Uploading this is perfectly safe, as long as you don't actually run it.
http://www.virustotal.com/
The site is sponsored by 20+ different antivirus utilities (from AVG to McAfee to NOD32 and even ClamAV). It scans the file with all of the engines, and displays the results to you. If AVG is the only one that detects something, it is likely just a false positive.