What is wrong with my Internet browsers?

Today, I was just on my computer. Suddenly AVG tells me a threat is on my computer. I choose to get rid of it. Then it tells me to reset my computer. I do that. Then when I turn it back on & go into my browser (Internet explorer AND Googke Chrome) then it asks me what I want to open it with. On explorer and chrome, I open with internet explorer or something, then I open it. Then it opens for a split second then closes, then asks me what I wanna run it with. It works for Steam though. Help and thanks!