Hello beeheck, Link Removed to Windows 7 Forums,
Others may have a direct solution for your "Security Warning" issue.
My suggestion would be to download and install; Link Removed
I understand you have a fully paid version of AVG, but many people are switching to MSE.
Follow the instructions provided in this link; Link Removed - Invalid URL to completely remove AVG from your PC. (you can always re-install AVG, if my suggestion does not fix your issue)
Keep us posted
Don