|When you download the AVG 2011 installation download from the web, you're downloading just the web installer, not the full program. It has to have access to a working internet connection after you have started it up, to install the full program, and to update its anti-malware info .|
You could try running the installation download again if it's intact.
If it won't install AVG because of the previous incomplete installation, or if the un-install entry for it is not in Control Panel - Add or Remove Programs, or if it is but it does not work properly, this will clean up AVG registry entries and files and allow you to install AVG 2011 again...
AVGRemover 2011 - 32 bit or 64 bit
You use the 32 bit version for XP unless you have XP Pro 64 bit as your operating system.
NOTE that AVGRemover 2011 may appear to have stalled after a short time when you run it - it probably hasn't - give it at least 5 minutes for it to complete.