On signing into yahoo messenger, my resident antivirus AVG detects a virus?

The moment I sign into Yahoo Messenger, along with the pop up of signed in window of yahoo messenger, my resident anti-virus....AVG...detects virus...generally, its JS/Download.Agent or Exploits or JS/Psyme.NQ . My system is working fine. Please note that I scan my system regularly with AVG, Ad Aware, Spybot. Could it be a false positive?...expert advice requested.