First of all please read this thread IMPORTANT: HiJackThis Analyzer Information
Secondly, HJT is basically a scanner program not a fixer program. Logs should not be analyzed by anyone who is not familiar with the various sections of the log and what is good and bad.
Third, the entry;
O2 - BHO: WormRadar.com IESiteBlocker.NavFilter - {3CA2F312-6F6E-4B53-A66E-4E65E497C8C0} - C:\Program Files\AVG\AVG8\avgssie.
is a legal BHO, it is Linkscanner - now a part of the new version of AVG Antivirus.

If you are having problems please feel free to post your entire HJT log here and we will be very happy to take a look and offer advice.
Judy