Dear Karbo,
Thanks a lot for suggesting two things. 1) Safe mode and 2) Registry check for remnants of AVG. UNLOCKER was not allowed to be installed by MBAM as it considered it as a malicious program!
Dear IMP49,
If not for your tips on how to work in a safe mode environment,i would not have been able to remove the pesky "avgse.dll" in "my documents".Really glad that you came to the rescue and thank you!
Dear Whitphil,
I downloaded the "ShellExView"program, fully expecting to see the AVG (shell extension) under the Extension Name,but couldn't find it.Tried looking under the other headings but no luck. Thank you for unearthig an excellent freeware program of real value!
Even after removing the "avgse.dll"in safe mode,the KIS2009, refused to install,with a pop-up saying that AVG needs to be removed.Then i went surfing the net once again and came across this website
http://www.bleepingcomputer.com/forums/topic144238.html. Iam mentioning the relevent answer below and it tallies exactly as KARBO said in his first post!Here it goes : "Sometimes AVG 8 will fail to uninstall, so please go into safe mode to do this. Once AVG 8 is uninstalled from your computer please delete the following:
C:\Program Files\AVG
C:\Program Files\Grisoft
C:\Documents and Settings\All Users\Application Data\avg8
C:\Documents and Settings\All Users\Application Data\grisoft (if you have it there)
And last, please delete the registry key, to do this click on START, RUN and type in 'regedit' without the marks. Hit the enter key or click on OK. Registery editor will appear, navigate to the following folder and delete:
HKEY_LOCAL_MACHINE\SOFTWARE\AVG
HKEY_LOCAL_MACHINE\SOFTWARE\GRISOFT
Delete both, empty your recycle bin and then restart"
Only then i could install KIS2009.

I hope mentioning another Help site here is O.K.Otherwise iam sorry.
Dear Karbo,I again thank you for your intuitive questions.
Dear IMP49,thanks again for walking me thru' the "safe mode".Nothing replaces practical help!
Dear Whitphil,
In fact, what remained in the C drive was avg shell extension and i fully expected your tip to get me out of the gridlock. My gratitude to you!
Finally, i tried to sound out Mr.Elvandil,purely out of respect and the value i attach to his advice.Moreover,if iam right, he is an expert in matters relating to"shell"