Do you by any chance have Outlook (part of Microsoft Office) installed?
Run install
Navigate (using Next) further on, until you reach the Component selection screen, here you can expand the E-mail scanner feature and make sure the Personal E-mail Scanner is selected (instead of Microsoft Outlook extension), keep rest of the components checked!
Proceed further with Next and Finish to complete the installation. If a computer reboot is required, please restart it and you should be set.
Just a possibility..
However I wouldn't worry too much. As long as AVG is installed it will still be checking checking emails when you open them (as opposed to when they arrive with a mail scanner) and all attachements will still be checked on opening.. See here
http://tinyurl.com/yb5neoy for more info..