Multiple security or network filtering software may sometimes interfere with each other which may result with network connectivity problems. Please make sure to use only single firewall or network filtering software (i.g. if you are using AVG with the AVG Firewall component, make sure there is no other firewall installed).
If the cause of the issue remains unclear, please try disabling AVG components one by one, pinpointing the obviously problematic component and let us know results. Also, please provide us with an msinfo output from your computer for analysis.
Could AVG be preventing my laptop from connecting to the internet? There's nothing wrong with the internet because I'm connected with my phone and my flat mate's computer is connected, but mine just won't connect.