I cannot download anything

Hello,
iv had my laptop ( vista) for about 2 years now and it was running fine untill about 12-14 months ago when i installed avg , i brought this package by the way not downloaded it , my computer was running amazingly until one day avg decided to remove itself from my computer , i turned it on one day and it was gone. since then i have to put any security on my laptop just the windows security. it runs fine now but for some reason whenever i go to download anything a window pops up saying security settings do not aloud files o be downloaded or on the lines of , i have tried everything to my knowledge , which is not very good , to fix it , my computer settings are set to allow auntomatic prompts when downloading , allow fies to be downlaoded etc etc
i have run out of ideas , please help lol