I doubt that it's a steam trojan as in - Steam from Valve gave you a trojan.
There are 2 plausible explanations:
1.) Your AV is throwing a false positive on Steam itself (this is documented by steam and across forums online)
2.) You have a keylogger that attempts to steal game credentials (also exists ... for this reason I suggest scanning with a different anti-malware suite to be sure - like the free online scanner from ESET http://www.eset.com/us/online-scanner/ )
You can also use virustotal.com - submit to them the files AVG flags as malicious
And the long reach:
Gov't backdoors Steam and your AV company hasn't been coerced into ignoring it yet
Let's play some APB ReloadedMount & Blade: WarbandAPB ReloadedMech Warrior OnlineAPB ReloadedBattlefield 4 SKYRIM!
AVG is pretty bad ive found . Almost every .exe had downloaded from the internet, including some autoupdater's from several trusted sites, (like Microsofts webpage) were said to be trojans. i ditched it a long time ago.
2. Steam Trojans = those identified as such = like http://www.techspot.com/news/47336-avas ... rojan.html, could well be ones that look for information of many kinds = intruding into system / game files, Antivirus gets alerted. A very sound move by the Antivirus, I would say.
There are friendly ones who intrude, like Firemen, and there are hostile ones who intrude, like bandits. The decision to whom you open your door is finally yours. Just don't keep your doors wide open...
You can allow the Steam Trojans through settings in your Antivirus, in case you trust them. But the trust is up to you.
Life is a comedy to those who think, a tragedy to those who feel. - Jean Racine