Download.com is probably one of the safest and most trusted sources for software on the net. No idea where your son is getting his info!
Just about any AV program that you install will want to do a full scan initially, on the assumption that there's not much point in it preventing the incursion of viruses if you are already infected. You can, if you wish, stop the scan and restart it later, or leave it running overnight.
AVG, like all antivirus programs will want to scan your incoming mail. and this will slightly slow the process of collecting your mail.
Are you on a dial-up connection? Is your Outlook or Outlook Express set to "Hang up when done"? If so this can cause a problem with just about any e-mail scanner, including AVG and NAV, as it hangs up whilst the scan is still in progress and before all e-mails have been downloaded.