Please try to install with full installation file instead of the AVG download manager:
(Direct link to executable file)
I'm running Windows XP with MS IE 8 and every time I try to install the AVG Free 9.0 program, it says it can not detect my internet connection, even though all my other internet-based programs are running fine (including downloading the avg software from the cnet site). Any ideas what is causing the problem? Thanks, Mike W.