First, make sure you FULLY unistall the previous anti virus software before putting any new AV software on (and reboot).
If you put new AV software on while the old AV software is still there it will confuse the Windows Security Center and may mean you are not fully covered.
I used to run AVG but have now moived all my PC over to Avast which I feel is better.
Get Avast from here (you do have to register, which is free, and you then enter the code they send you)
http://www.avast.com/eng/download-avast-home.html