Assuming you are using the free version.
Some more info found on the web:
Uninstalling AVG Anti-Virus Free Edition
Typically, you can remove AVG Anti-Virus Free Edition by clicking on Start -> Control Panel, then double left clicking on Add/Remove Programs. Select AVG Free Edition from the list, and select add/remove.
If this fails to complete the process (IE: AVG is damaged) you can also remove it using the following method.
You can do so by redownloading from :
http://free.grisoft.com/freeweb.php/doc/2/
Save the file to your desktop. Once downloaded locate "avg7.5 free.exe" on your desktop and double left click on it. Once running, select "Uninstall" from the list of options.
The above worked on previous AVG antivirus.
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If the system has had Norton AV in the past... we've had several users able to run the stand alone uninstaller available from their support website to help clear up some of these issues that is caused by an incomplete uninstall...
Many AVG update problems have been attributed to a corrupted Winsock/TCP-IP stack. While you may have what appears to be normal access to the internet and email, other functions may not be working properly. To fix these types of problems, download the util mentioned below.
WinSockFix from [www.tacktech.com]
NOTE: Recent updates to some versions of Windows won't allow this util to backup the registry so ignore any errors you may get and perform the registry backup manually if needed.