Do you ever get pop-ups using AVG antivirus? Is this another virus?! Help!!?

Hello. I have been battling a nasty virus on my laptop for a few weeks now. Worst came to worse and the last time it "attacked", it disabled my Mcafee antivirus stuff, so the tech center at the Uni I go to installed AVG 2011 (since it's free and a lot of kids on campus use it). They also turned on my Firewall (windows) and I primarily use Firefox, sometimes Google Chrome (but mainly Firefox). I went to an image on Google images and a seperate web browser popped up and a pop up said I was eligible for money or something like that. I immediatly clicked out of everything, closed my laptop (didn't turn it off) opened it back on and waited to see if any more pop-ups came up, etc. Is this the virus attacking again or do you sometimes get pop-ups even using AVG? Also, if it is a virus, will AVG detect and put in the virus vault? Also, the people at the tech center said that when you turn on Windows Firewall, you sometimes get a lot of pop-ups saying that the webage isn't safe, etc. Maybe that's what it said and I just didn't really read it? And also, my AVG updated yesterday morning, so it should be ok, right? Please don't tell me "Get another anti virus program, that's crap, get something else" I only would like positive answers that will help me. Thanks!