Gadget need information from tray and if there is no information, it behaves that way. Can you please confirm, that AVG tray crashes? These issues should be connected together and resolved by complete re-install using AVG remover.
I found out it is actually called "sidebar gadget" from the installation video.
When I searched the Technical FAQ's for "Sidebar Gadget" I got the instruction to right click from a blank space on the computer's desktop with Windows 7 32 bit, click 'Gadgets' and then enable the AVG one that was shown.
I also now realise it is possible to subscribe to a thread by clicking the 'Tools' link underneath the message and presumably that will produce an email - which I will no doubt confirm when I finish posting this, so thanks I've found my own answer, but I wish it had not taken as much effort!