From this link it sounds like it is blocking your browser from redirecting to a dodgy site
This message keeps popping up. I have run 'Scan My PC' and I have tried restarting my computer but it keeps popping up.The AVG message says: 'Thre...
support.avg.com
Does avg say what site url it is blocking like examples in link above do?
I'd run a full virus scan if you haven't already done that.