you should only have one antivirus installed at a time. If you want real time protection from mse, you need to uninstall avg or manually restart mse everytime you turn the computer on - it may not always restart with avg installed.
I downloaded the free AVG scan which has improved my computer performance greatly and fixed lots of stuff. However since downloading it, each time I switch my computer off the real time protection on Microsoft essentials gets turned off! Is this caused by having two antivirus programmes? I don't want to stop using Microsoft essentials so if AVG is switching it off then do I need to disable or uninstall AVG?