Rich,
First things first: Welcome to the forum!
Hello.exe is an example file. Probably you'll find its source in the same folder - have a look, then recompile it and ask yourself why certain crappy AV software finds a trojan there...
Heuristic scanners are trying to guess what malicious programmers could have intended. They are not very good at guessing, though, and therefore produce such false positives which scare away the average user. Which damages the business of honest small software companies who cannot afford threatening AVG with a lawsuit...