AVG Firewall

[alison43331]

Hi

I have AVG Internet Security 2012 software installed on my Windows Vista laptop

Occasionally when I start up my computer, I am greeted with the message that my security has been compromised & I am directed to the Security Centre. My AVG Firewall (the only 1 I have on because I have turned off Windows) is switched itself off & so has AVG Malware? AVG itself says that I am protected

Why is this happening & what can I do to prevent it?

Thanks