If we have a Anti-Virus, why we need to install third party software to remove virus/trojan?
Because some things cannot be found with anti-virus programs. Sometimes when my pc gets an infection its found by hijackthis and not avg, and sometimes avg picks it up and not any other program can find anything. It's always good to have a set of tools to keep your pc clean.
Malwarebytes is a good one. Ccleaner is another good registry tool.