PC Guard includea a firewall as well as anti-virus, anti-malware and a few other things. If you ditch PC Guard you'll have to get anothert firewall program as well as AVG (unless you want to pay for the full AVG suite).
It is possible that you have an old version of PC Guard - yes I know it's supposed to download and install updates but for some reason that doesn't always seem to update the full software. You could try downloading the installer again, then uninstall PC Guard and Broadband Advisor (in that order) then run the setup program you downloaded. Doing that solved a couple of problems for me (including the corrupted files message).
However I wound up with a different problem - RPS (one of the components of PC Guard) taking up most of the CPU time. I used some free load management software for a while to get round the problem before dumping PC Guard and replacing it with Comodo for the firewall and AVG for the anti-virus.
I might go back to PC Guard one day - it was convenient - but not just yet.