I'm being attacked by a virus or something that has hijacked my computer what do i do?

the mesage says thet my computer is infected with a serious virus and gives me a number to call to guide me in removing it,the web page is persistant as well as the warnning mesage neither will be removed by any means except shutdown and have persisted after i tried to put them in the avg file checker but they will not go in and when i restarted my computer my avg icon was removed fron my desktop and i dont know how to deal with this why dosent avg intercede instead of dissapear

Hello Brad. I really apologize for the inconvenience caused. Kindly let us know the name of AVG program installed in your computer so that we will be able to assist you better. Thank you.