Occasionally AVG firewall blocks other applications from installing as it couldn’t recognize them. In this case you should try this simple method before giving up. Open AVG antivirus and click on Firewall tile. Then click on the setting icon and then go to Advanced Setting. In the left menu you will see Applications, click it and then click Add. You will see … path there browse to the file you want to execute and then click Open. Now click create and review the Application Action option and then click Ok. Finally close the Firewall Window and verify if the application can connect to the internet now. If the problem persists please contact AVG Contact Number 0800-652-8775 now.
For more info, see the link: http://www.uktechnumber.co.uk/avg-antivirus.php