You can use AVG scanner within the 3rd party program scanning options. There is a difference based on your system architecture - x86 (32-bit) or x64 (64-bit). 

1. x86 architecture
Use the AVGSCANX.EXE program with /scan="%FILE%" /clean /arc parameters:
"C:\Program Files\AVG\AVG8\AVGSCANX.EXE" /scan="%FILE%" /clean /arc

2. x64 architecture
Use the AVGSCANA.EXE program with /scan="%FILE%" /clean /arc parameters:
"C:\Program Files (x86)\AVG\AVG8\AVGSCANA.EXE" /scan="%FILE%" /clean /arc

These are examples of the AVG scanner configuration in some popular applications:

  • WinRAR
    Tools -> Scan archive for viruses
    Virus scanner name:

    C:\Program Files\AVG\AVG8\avgscan?.exe (replace '?' with 'x' or 'a')
    Virus scanner parameters:
    /scan=%f /ext=* /arc /clean
  • Miranda IM
    Options -> Events -> File Transfer
    Command line:
    "C:\Program Files\AVG\AVG8\avgscan?.exe" /scan=%f /ext=* /arc /clean (replace '?' with 'x' or 'a')
  • Windows Live Messenger
    Due to the Windows Live Messenger feature, the above mentioned parameters cannot be used. However your computer is still protected by residential parts of AVG.

Note:
In case you installed AVG into other than default folder, it is needed to change the path to the file avgscan?.exe.

If you need to know more parameters please use the "avgscanx /?" command in command line if you have a x86 system, or "avgscana /?" for x64 system. Please bear in mind that the specific parameters depend on the given application. In this case you should ask the provider of that software for needed information.