I then ran AVG for Windows and it couldn't find it. I tried to access the directory myself but when I try to open C:\System Volume Imformation I am told I do not have permission/access. How can I overide this permission?
As above, turn of system restore. The fact that it is in the System Volume Information folder indicates that it has been saved in a restore point. Turning off system restore should automatically delete the Trojan but run AVG again to be sure its not hiding.