Guys! I can't leave you for a minute, can I?
I just tried this specific malware-dcd0e73b264427269c262d6dc070570ce76c56faaf5ccfcebc0ae79b4e32130d (if you can really call it malware, as it seems this is just a test of a component of an info-stealer of some type), and at my settings it was totally contained. No startups, no real system changes, and certainly no registry changes.
AVG- did you do a scan of your system prior to running the malware? And also, as this particular file, as a component, does not have the ability to make changes as shown in your screenshots, I'm really curious as to how this could have happened anyway.
ps- the only file that would have been contained was the original malware as nothing further was dropped. And being unsigned it certainly wasn't trusted on my system!