AVG 2013 has declared OBSE_loader.exe a virus and will delete it at its startup, unless you make an exception.

AVG / Options / Advance Settings / Exceptions / Add Exception / Folder [not File]. I made C:\Bethesda Softworks Folder off limits. You should also secure your mod storage folder as well. Restart PC

I went off AVG a few years ago when it started trying to take over my machine and it would make bizarre decisions, just as you say. Avira is a good free alternative if you don't mind the advertising splash screen it throws at you once a day.

http://www.avira.com/en/index