Can't download any files when using vista

Hello,
After installing the updates for windows vista, I can't download any files from the internet like a microsoft document attached to my e-mail, a pdf file and online games from the internet.Eventhough the download runs as normal and saved to a specific location, the file is not completely downloaded and no where to be found. The file is not downloaded at all!!!
I tried with different sorts of trusted programs like skype, antivirus but still I can't download the program.
I got so frustrated and I totally don't know anything much about troubleshooting my own laptop.I tried to contact the microsoft online support but I can't get any answers from there!!
Please help me, I don't know what is causing the problem, I did read some online forums and some stated it could be the antivirus AVG(which I had installed the trial version or the updates that I am running). Why is microsoft is not responding and fixing this problem?Please to anyone out there...help me...