If you visit AVGs website and have mooch about, you should be able to find removal programs to get rid of the software. Sometimes, uninstalling AVG through the Windows Control Panel can leave traces of it behind, and invalid registry entries which might make installing the new version more difficult.
I installed AVG9 on my partner's laptop the other day since it's used AVG for some time now so it's a known quantity. I myself, however, now use Avira (which is also free). I know that a lot of people have said that AVG has gone downhill over the past year or so. From what I gather it stems a slump in detection percentage and the fact that the free version does not scan for and cannot detect rootkits is a bit of downer, since traditional viruses are less of a threat these days. My mine gripe with it though is that, compared to AVG7 for example, 8 through 9 are very resource hungry. Sure, the interface looks prettier than it used to, but it has come at the cost of the program's lightweight resource usage.