That's very odd. Did you try with just Sophos installed, or only with both AVG and Sophos? The free version of Sophos does not include any kind of link scanner or other browser plug-ins that would cause such issues. It's very odd that this is happening with multiple anti-virus programs to begin with, but if it's happening with something like Sophos that shouldn't change browser behavior, there's likely to be a problem of some kind elsewhere.
Regarding the need for anti-virus software... for the most part, the average Mac user doesn't need any. Mac OS X protects against all currently-known malware. However, you're in China, and that changes things a bit. Certain groups in China have been heavily targeted by malware in the last couple years, and even if you're not part of one of those groups, you could still become "collateral damage." Because of the increased exposure you may have, it's probably a good idea to have some kind of anti-virus software installed as an additional layer of security. I'm sure some folks would disagree, saying that if some malware can slip past the built-in defenses in Mac OS X, it will slip past anti-virus software as well. That's not a universal truth, though... different detection methods can have different levels of success for specific malware. The holes in one layer of defense may (or may not) be covered by a different layer.
For more information about this sort of stuff, see my Mac Malware Guide.
