Libra is correct, you can only have one AV running at a time. Expect error messages and other problems if more than one resident (realtime) AV is installed.
To uninstall AVG try and locate it in "Start>control panel>add/remove programs" then select uninstall. (Same with Avast.)
There are uninstall utilities for both AVG and Avast. They should both be run after uninstalling the programs, respectively.
You should be offline while doing this.
http://www.grisoft.com/ww.download-tools (This is likely to be the top download on the page.)
http://www.avast.com/eng/avast-uninstall-utility.htmlOnce this is all done, reboot, if you haven't already, install Avast (reboot if asked), then reconnect and get updates.
If you are using the computer Avast is installed on commercially, the license for Avast home is not valid; you would need to use Avast pro.
If you use "pro" you also have access to more features, including scheduled scanning, which isn't available in the free (home) version.
I am very confident in Avast's ability to guard my computer, (but run a couple of extra apps just to be sure), and would recommend using a two way firewall rather than just the built in Windows firewall. Using a two way firewall (such as Comodo, or ZoneAlarm, or Online Armour...) requires a little learning, so as to answer any alerts appropriately. Some of these firewalls have behaviour blockers included. Up to you whether you want to activate and use these. They are useful, but, once again, require a little learning.
Rather than running scans with AdAware, which in my opinion is bloated and not effective, I'd be inclined to uninstall it and download and install SUperantispyware, and/or MalwareBytesAnti-Malware. Both are similar to AdAware in intended function and streets ahead in ability.