You should be fine. I'm not familiar with that "infection" myself, but AVG tends to say alot of things are infected when they aren't. My first scan on a computer that had been built and running for less then 10 mins and AVG said that there was already a problem with it (Shell32.DLL, result: Change), and there clearly couldn't have been. The issue (with my case atleast) is already well known, and I just ignore alot of what it says (since it still tells me that the SAME problem is still there). I read into CloseApp.exe a bit and don't think that the one you have is a virus. Just make sure to google anything that it claims that it can't heal before you delete it or anything like that.
By the way, AVG is a great anti-virus tool. I was pen testing a few computers that I had and still had the program I used to do it on this computer, well as I was writing this and lookin up your infection it deleted the tool I used to do it lol.. Atleast I know it's workin! Anyways, just thought I would give you some good news.
