Could you please try to check the same sites in other browsers (IE8 / google chrome / opera) so we can isolate the issue to either firefox or other software.
As for AVG part:
Try to disable resident shield and check if it helped.
If it did, open Tools -> Advanced settings -> Resident shield, uncheck "Scan for tracking cookies"
Have an old, but wonderful, Dell Inspiron 5150, which I bought five years ago as a reconditioned machine. It runs Windows XP Pro. I always use Firefox (have the latest upgrade) and am using AVG Free on the advice of every computer geek I know. However... for some reason certain websites (notably my bank) says that cookies need to be enabled. They are. I've tried every possible configuration in Firefox tools.... I've deleted cookies and re-set; I've added the website url and clicked "allow" ... I tried searching the computer for the cookies file, but didn't find it (also don't particularly know what to search for)..... Also use CCleaner, MalwareBytes and the computer repair person installed Spybot (which I never use, since I have the others ... should I?)
So Help ~ how do I enable cookies? Or should I just leave well enough alone.
Note: Our other laptop, a Dell Insprion 1100, runs Windows XP Pro, AVG CCleaner and Firefox and has no trouble with cookies....