First some things to remember...

Standard and limited user accounts normally do not have the proper rights to make changes to Windows so always log into a Windows with a user account that has full administrator rights when installing any software including AVG.
How to check if I'm using Administrative account

Most antispyware, parental control and process monitor types of protection software can block the required changes when installing AVG program, so make certain to disable them when installing or uninstalling AVG.

How to uninstall AVG:
- Download AVG uninstall/cleanup utilty and run it (if running Windows Vista or Windows 7: remember to right-click on it and choose "Run as Administrator"):

AVG Remover 2011 (32 bit & 64 bit version)

If is not possible to download any file (they disappear after download), please remove this file from AVG program folder "C:\Program Files\AVG\AVG8\avgoff2k.dll" (for 64bit systems "C:\Program Files (x86)\AVG\AVG8\avgoff2k.dll") and check the download again.

Please be informed that AVG remover must be finished completely - sometimes stopping of AVG services (for example AvgMfx) takes more time.

- After restart please remove these folders*:

Windows XP/2000 (Windows 2000 is not supported by AVG 2011)
C:\Program Files\AVG or C:\Program files(x86)\AVG (for 64bit OS)
C:\Documents and settings\All users\Application data\AVG8
C:\Documents and settings\All users\Application data\AVG9
C:\Documents and settings\All users\Application data\AVG10

Windows Vista/7(Seven)
C:\Program Files\AVG or C:\Program files(x86)\AVG (for 64bit OS)
C:\ProgramData\AVG8
C:\ProgramData\AVG9
C:\ProgramData\AVG10
C:\Users\<user>\AppData\Roaming\AVG8
C:\Users\<user>\AppData\Roaming\AVG9
C:\Users\<user>\AppData\Roaming\AVG10

( Stop here if not re-installing )

- Then download the latest AVG 2011 offline installation file from this webpage (either Item 2-32bit or Item 3-64bit whichever suits your operating system) and run it.

Update AVG when completed, restart your computer and then re-enable any protection software you disabled earlier.

* Some folders could be hidden by default Windows settings. To view hidden files and folders please read How To Display Hidden Files And Folders