As far as I know AVG was fully uninstalled. I used the AVG uninstaller, and the AVG folder is gone.
I checked running processes and do not see anything that looks like it belongs to AVG. I do see ashMaiSv.exe is running.
Regarding operating system and firewall, I'm using Windows XP and Comodo. I checked the Firewall Network Policy in Comodo, and ashMaiSv.exe was set as a web browser. I changed it to a Trusted Application, but still same problem. I then checked the Defense+ Security Policy, and ashMaiSv.exe had a custom policy. I changed it to a Trusted Application, and still same problem. I then tried shutting down Comodo, and still same problem!
Any other ideas?