Robots.txt files are used to request search engines (or any web spidering program) not include parts of your website in their database.
You can tell engines to skip over a certian directory, file, or even the whole website, depending on what you put there. (And if you don't have one, or just put a blank one in, it'll just do anything in can find.) People can still can get into those pages you've filtered out, but they just won't turn up as results on Google.
If you're going with AVG, I totally reccomend paying the $40 for a 2 year Pro license. I found it is better than the free version, especially with email scanning. Anyone who puts NAV on their PC deserves everything they get. :)