AVG is not capable of running an on-boot-scan. You can either run the scan in safe mode or use the AVG Rescue CD for scanning (this option is much better as nothing from the host computer could be running). More information about the AVG Rescue CD can be found here:
looking for a feature was told about or was i miss informed???
sounded like a great idea... you were supposed to be able to set it so upon next bott it would do a complete scan before anything loads...