Once a well respected company AVG is now promoting a number of applications which are installed on your system often without your knowledge. If you did not install this file by choice it was most likely introduced as part of another file you recently downloaded. Many software websites including CNet's Downloads.com are now being paid based on how many computers they can infect with this software. In many cases it will be installed even if you decline the option or uncheck the box offering to add it.
You may also find this software will remove Anti-Virus protection programs and will not be removed using the standard Add/Remove/Uninstall applet found in the Windows Control panel. While I would try using the control panel applet first WinPatrol can help and the steps used to remove unwanted programs can be found at https://www.winpatrol.online/helpme.html

AVG has also published instructions at
HOW TO REMOVE AVG TOOLBAR, HOMEPAGE AND SECURE SEARCH FROM YOUR BROWSER
Hopefully this page will stay available and provide a legitimate way to remove these files if they were installed without your permission or intent.