Security settings won't let me download AVG

Hello, I decided to change security software and removed my Kalepsky (spelling wrong). It had expired and I wanted to purchase AVG. After doing that, everthing I try to download gives me the pop up. I have tried disabling everything in security, turning off security, downloading a couple programs that were suggested to help this and nothing has helped. I really believed that when Kalepsky was uninstalling it did something because I have never had this problem. In something I saw online it said to go to security options and allow anonymous surfing. I never could find where I can do that. Thanks everyone!