AVG keeps dissapearing

So yeah, I used to have AVG. I tried to run virus scan today and it looked like it was going to start up and then my PC had to search for the AVG exe file. Ok, my PC is a bitch I'll repair the install. Ok I do that and then I try again, same resaults. Alright, so I go in and find the exe file myself and double click on it. It dissapeared. Ok, click the setup.exe. It dissapeared. I have now totally uninstalled it as well and reinstalled it from a fresh download in case my install file was corrupt. I double click on the short cut on my desk top and it's doing the same thing all over again.

Last thing I want to do right now is reformat my hard drive, I don't have the money for that many CD's and it would be a bitch to reinstall everything.

Can I get a little help? I so hope you aren't all as stumped as I am.

You tried to run the .exes and they literally disappeared? as in became deleted?

Just gone. *Poof!* Nowhere, I'm not kidding you. I work an internal help desk for my company and I have never seen crap like this.

Have you tried downloading and running another AV program like Avast? Maybe you have something that's intentionally trying to not let you run AVG.

Maybe (but it shouldn't be) Windows XP's Data Execution Prevention is shutting it down. Maybe try turning DEP on for all programs and make avg an exception. Check it at the Performance settings under the Advanced Tab of your System Properties. Just something I thought of, but it's likely not the problem.

Also, can you run it in safe mode?

I've tried everything I could it's just come down to it. I'm going to dump all my files onto my roommates PC and reformat.