If you have an old version of AVG installed and you want to uninstall it or upgrade it, sometimes AVG fails to uninstall or will not upgrade when installing over previous version.  If you receive an error and then the uninstall / install cancels go to the AVG download tools:

http://www.avg.com/us-en/download-tools

Download and install the correct remover for you operating system (32bit or 64bit).  The remover may list the latest version but when I tried this the remover said it was 2011 and I was trying to remove version 8.5 and it worked.  After the remover completed I was able to install the latest AVG.