I don't know what kind of file you downloaded. At AVG's download page it IS an .exe file......
AVG Free 8.0 for Windows
I downloaded the latest version of AVG today. It comes thru as a .php file and I saved it to one of my directories. What do I do now? The website of the maker of AVG says somthing like "launch it" (i forget the exact wording), but it is not an .exe file. I dont even know what a .php file is. I double click on it from Windows Explorer but nothing happens. I tried to "open with" html, but nothing happens. I downloaded the file to my MSI Wind Netbook thru a wireless connection to a DLink router.