Changing AV's si sometimes not an easy process. Even after being uninstalled, many will still load drivers that can conflict with new ones. This is especaillty a problem with drivers that load on boot to protect the machine immediately.
If you switch, you need to make sure that the previous app is completely gone. One way to do this is to look through
Autoruns after uninstallation to be sure that no old drivers are loading and removing them if they are.
Very few people have had any problems with AVG, so it needs to be something in particular about your machine. Their customer support is excellent, even for the free version, so you could also try contacting them.