I have had similar problems with anti-virus software in the past and have used both of the following methods or a combination of them to remove pesky programs.
1. Reinstall AVG and then use the ''add/remove programs'' again in an attempt to get the unistaller to work
Or
2. go to "search for files",call up 'avg' and progressively delete each avg file until "Add/Remove" works. With this method, you may have to terminate already running processes by using the CTRL / ALT / DEL combination and manually stopping them to allow deletion of in use files.
As an alternative to AVG you could download the equally free and useful AVAST antivirus program from
http://www.avast.com. I use this on my kids computer and it works very well with regular free updates.