I ran a boot scan on my computer using AVG, I ran a system scan through spybot SD and a scan using spy hunter 5 which is supposed to to be able to detect and remove this particular virus, and all the scans came back clean.
I submitted the version of lazarus.exe I had compiled myself to VirusTotal and it came back clean as well. So I think it's safe to assume that on this occasion the AVG Behaviour shield came up with a false detection.
Oh yeah - thanks for all the help and support you guys gave me with this problem, it was much appreciated.