You need to uninstall Avast first but keep in mind that AVG's detection rate is a lot lower then Avast's. Why did you check off "Remember" when you get the alert then open it normally? Sounds to me as though you did not enter the program path properly.
Because I could no longer get to that point - the program hung!
I realize that AVG is rating lower than Avast; that's why I wanted to keep it. I've had it for years and then the other day my problems began, perhaps due to an Avast update? Nothing else change on my computer.
BTW, I did uninstall Avast first! Now, time will tell.
Again, thanks for your help and I may be back.