Their suggestion is to repair the installation by executing the AVG installer again: http://free.avg.com/faq.num-1885#faq_1885

But if you prefer to not to do that again, you can disable it. See http://free.avg.com/faq.num-1257#faq_1257

Or use third party program to get rid of it permanently:
1. You can try to use Revo Uninstaller - http://www.revouninstaller.com and see if it'll detect AVG related component for removal (the toolbar) If not, try the next one.
2. Download and install WinPatrol from http://www.winpatrol.com, select "IE Helpers" tab in WinPatrol. Select AVG Security Toolbar's program in the list then click "Remove".
Make sure the browsers is closed when doing any of above steps.