I would try to disable all instances of it from autostarting when you boot your PC. Then restart, and try and remove it. It more than likely would not let you uninstall it because some aspect of it was running.
Press - Windows Key+R - to bring up the "Run" applet, type in "services.msc" (without quotes) to bring up the Services applet. Locate all the listings for F-Secure, Right-Click each one, and choose Properties.
In the drop down menu, change the Startup type: to "Disabled".
You may also want to check this to:
Press - Windows Key+R - for the Run applet, type "msconfig" (without quotes) Under the "Services" and "Startup" tabs, make sure all listings for F-Secure are unticked.
Now you should be able to restart your PC, and Uninstall it.
You can download AVG before the above process, just don't run the installation until you uninstall F-Secure.
Hope This Helps,