Please be informed AVG Internet Security features its own Firewall. It is not possible to use two firewalls without risking conflicts, so the built-in Windows firewall is disabled. (Also, the AVG Firewall has more features, compared to the Windows XP one.) More information can be found in the Is it possible to use more than one firewall? FAQ article.
I am using AVG on my Windows XP. When I turn on firewall and restrat pc it turn off again.
where is the problem?