OK so they were still there when you rebooted, right?
So it is AVG removing them so you need to follow these steps.
First try this quick method by uninstalling a casino then turning off resident shield (you know how by now
Download the casino and install
turn on resident shield
reboot
If they have disappeared you will have try to the more complicated way but if you follow step by step you should be ok.
right click on your casino shortcut.
select properties and then the shortcut tab at the top.
then click find target
A window will open up where the casino.exe is. (the reason for doing this will become clear soon)
You can minimize this window or leave it open but you will need to refer to it again in a minute.
Right click AVG
open AVG interface
double click resident shield
click manage exceptions
click add path (a little window will open)
now the path you want to add needs to lead to the casino,exe
you can see the path you need by looking in the window we opened earlier (find target) for a MG casino it might be something like C:\MicroGaming\Casino\32Red for eg. (It is in the little address bar)
Now to get to C:\ in that little window you need to click mycomputer first then you will see it listed
In my example I would then click c:\
then click microgaming
then click casino
At this point I could click ok and all my MG casinos would be excluded.
You will see the path come up when you click ok then you need to click apply
job done.(hopefully)
reboot and see.
If you have more than one offending casino in a different folder you will need to do the same for that.
If all else fails I would simply try another antivirus