I turned it off, uninstalled it, deleted it went through every single application using Hijackthis and killed everything that even looked remotely like a security protocol and I get the same thing. Sorry I should have posted that originally.
Probably you have left out something, like an on-access scanner or such?
I am not an AVG user, but I use AVAST, which has 2 exclusion lists, one for system scans and one for on access scans. So you have to actually disable them both to get the trainer working, or put it under their exclusion list.
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I personally don't see no other reason that an external interfearence, the trainer is fine. You have even ran it on administrator, so I guess I can't suspect that either. Have you tried disabling UAC (User Account Control).