First try sending and recieving this eicar test virus file to yourself a few times (both the com and zip separately and together) and see if it gets detected each time.

http://www.rexswain.com/eicar.html

I'm just wondering if it is actually scanning but not always telling you that it has. You may have to temporarily bypass AVG to be able to download it... it's totally safe.. it's only a text file with a universal test code recognized world wide as a fake virus.