Please check this post. It explains why the Windows Firewall needs to be disabled.
If you prefer the Windows Firewall over the AVG one, please uninstall the AVG Firewall using the Add or remove components AVG setup avenue and the Windows Firewall will be reactivated automatically again. More information on how to add or remove AVG features can be found in this FAQ article.
I downloaded AVG and after getting hit on every time I logged on to upgrade...I uninstalled AVG...you scammers disabled my windows firewall I can't turn the damn thing on. Tell me how I get my firewall back on or so help me I will slur you product up and down every soial app there is...and get an army to help