ntoskrnl.exe is a critical process in the boot-up cycle of your computer although should never appear in WinTasks whilst under normal circumstances
Note: ntoskrnl.exe can be altered by the w32.bolzano and variants.
user32.dll is a module that contains Windows API functions related the Windows user interface (Window handling, basic UI functions, and so forth).
shell32.dll is a library which contains Windows Shell API functions, which are used when opening web pages and files.
Make sure AVG is fully uptodate and rescan.
If ntoskrnl.exe is missing or corrupt will result in failure to boot windows.