Leave it checked, boot up into Safe Mode with Networking and download/run the appropriate AVG Uninstaller - run it a couple of times, rebooting after each then check to see if it's still listed.
http://www.avg.com/gb-en/utilitiesIn IE go Tools cog - Manage add-ons - use the dropdown to select All add-ons and check to see if you have AVG Secure Search.
If that's there, I think you can click on that which will give you the option to remove it - if not, boot up into Safe Mode with Networking again and download AdwCleaner - this is a more specialized PuP remover.
http://www.bleepingcomputer.com/download/adwcleaner/Use the blue Download Now @bleepingcomputer button.
Click on Scan and when that has completed it may list some items in the lower pane.
If you recognize any and want to keep them, uncheck their boxes.
Click on Report and that will show if it has found anything else and will remove when you click on Clean - you have no control over those items as it will delete all that is listed.
Close the report and click on Clean, although I think it's called something else now, but you'll see which one it is.
That will produce another report after the restart to show what it has deleted.
Lower down the Adwcleaner page you will see a link for Junkware Removal Tool - click on that and run that program as a follow up.
This takes a bit longer and you only find what/if it has removed in its report on completion - it also puts this file onto your desktop.
Check to see if the ROC_roc_v12 is still there in msconfig, AVG Secure Search (if it was originally there) in manage add-ons and any of those files in Process Explorer where it said it couldn't find files under the Verified Signature column.
If AVG Secure Search is still there you can either click on it and select Disable or reset IE to Defaults.
I only just saw those in Process Explorer when I was looking closer at the video, because I was looking to see which AV program you have installed - but couldn't see any - perhaps you could let us know if you have one installed.