Please use the full AVG installation file at this direct link http://free.avg.com/download-file-ins-afg-free instead of the download manager version to check, if installation will be then successful.
Else website with AVG installation files:
http://free.avg.com/cz-en/download?prd=afg#tba2 - 2nd item
Windows XP on Dell Dimension 3100 using AOL
Trying to download AVG Free after reinstallation of windows, installation stops with window saying no connection even though I had to be on line to get that far!