"Malware";"Win32:Downloader-EWE";"C:\DOCUMENTS AND SETTINGS\ YOURSTUFF\LOCAL SETTINGS\ TEMPORARY INTERNET FILES\CONTENT.IE5\MFP3KK61\ BROTHERSOFTDOWNLOADER_ FOR_WINDOWS_MOVIE_MAKER.EXE";"N/A";"1/22/2011, 4:50:38 PM"
AVG found this downloader before it installed from Brothersoft.com .
The application I was looking for was Microsoft Movie Maker 2.1 which does not come in a stand alone downloadable package. It is part of the Service Pack 2 update and can be installed by running the Movie maker INF file located in your INF file folder under windows.
There site does say to report Malware and I would have if the malware was part of the downloaded software. In english, the downloader from Brothersoft was what AVG found as Malware.
In short, stay with trusted sites for your software downloads. Always Google for information about the site before you download software. Malware can be as simple as a tracking package that updates items for you.
It's best to keep your computer free from applications that try to think for you regarding updates and downloads.
The downloader package was named BROTHERSOFTDOWNLOADER_FOR_WINDOWS_MOVIE_MAKER.exe
Between the size of the file and the name AVG confirmed what was suspected.