Having same issue. running Windows 7 Pro 64 bit. Tried everything that I can think of but same symptoms as billyboymitch
I click on download for the free version and save it to my desktop. It downloads a file but when i double click on it it won't finish the install. It opens an AVG box and says it will download/install the needed files but then changes screens and says Please Wait.... It stays at this for a little bit and closes the whole box. It won't finish the download and install, I have tried it 3 days now about 4-6 times each day. Have tried deleting it and redownloading and also tried just running it instead of saving and nothing works.

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