I have a major problem.

1) I cannot use the command prompt
1a) Whenever I open cmd.exe, I get a message saying "Command prompt has been disabled by your administrator"...which is not the case, since I've never logged in to the administrator account. I am the only user on the computer. I have administrator privileges.

2) I cannot use task manager
2a) Same here. Whenever I press Ctrl+Alt+Del, I get a message saying "Task manager has been disabled by your administrator"...

3) Whenever I turn on my PC and log in, two My Computer windows automatically open. Don't know what's up with that

4) Whenever I open the My Documents folder, it is automatically scrolled to the bottom of the window.

I have scanned with AVG and AdAware. Two Items were found & healed with AVG, and everything found in AdAware was removed, but the problem persists.

Please help me solve this problem...

From the sounds of it you still have some spyware or trojan. Go to this section http://www.d-a-l.com/help/forumdisplay.php?f=8, read the stickys and the post a hijack this log there just to be sure your system is clean.