AVG is not always cooperative these days. You can always try to disable other security programs that are running in the background.
Please make sure that there are no left overs of previously uninstalled security programs around. Not all uninstallers do a proper job. And left over applications, drivers or services can cause all sort of "interesting effects".
Try using removal tools for those programs to remove them. Here is a list of removal tools for common av programs: http://kb.eset.com/esetkb/index?page=content&id=SOLN146