the security settings seems to be referring to Internet Explorer configuration. You may try resetting its configuration as described in this post on AVG Free Forum (this will work only if the default Internet Explorer configuration allows downloading from AVG domain via HTTP; configuration may differ on server operating systems for example).
What exactly have you meant by "i turned my security down and turned it off"? Is it possible to download the full AVG installation package using this link?
ok, so i spent a good time trying to allow my ie to download the free avg but everytime the download pops up i get this message: 'your current security settings do not allow this type of file to be downloaded' i turned my security down and turned it off but i get the same message....