Strange dilemma...

I make every attempt to keep my PC malware clean and safe. I love having layers of protection and the more the better. But I have a problematic dilemma. I sometimes download files from the internet now Spybot S&D and AVG (my antivirus) have the capability to scan files before I open them. I do this habitually but lately I'm noticing that AVG and Spybot S&D will scan a file, report it as clean, and I open it believing it to be safe and get shot in the face. So I decided as a additional failsafe to re activate AVGs resident shield. But in doing so I remembered why I turned it off in the first place. It is a very severe resource hog. It disabled task manager, and slowed my system down so badly I thought I was infected, did a reboot all is fine and AVG picked up nothing during the full scan (which works.)

So my question is this is a resident scanner with a light footprint that can be left on perpetually without causing system instability or is a program that is very good at checking files that I designate.