Not a big fan of AVG, personally. I used it in the past, and found that it liked to be a resource hog (plus it had a tendency to miss viruses on some machines, when tested.).

My recommendation? Avast Antivirus Home. Installs without a hitch, they update on a regular basis, and it does a darn good job without chewing up your system resources. Best part? It's free! www.avast.com if you want to give it a shot. Otherwise, I suggest uninstalling AVG and re-installing from a different source. Maybe the file you downloaded was corrupt, as someone else stated. Bad RAM can also cause data corruption / faulty installs... so run memtest32 (Free downloadable boot disk / CD tool), and see if your RAM is ok.

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(Oo{=|=}oO) 1983 MB 300D USA, 212,000mi. 80's yellow/white. "Gunther"
(Oo{=|=}oO) 1984 MB 300D Euro, Turbo Added in Germany, 186,000mi [SOLD] Missing her dearly.
(Oo{=|=}oO) 1984 MB 300D USA Turbodiesel, 269,000mi. [SOLD]