Hi pw,
This is not something that you want to do while you are connected to the internet so unplug your network cable first.
OK, if you have done that look for the AVG icon in the systray. (bottom right hand corner of your screen by the clock)
If the icon is not displayed then click the left pointing arrow head to unhide any hidden icons. Right click the AVG icon and click on 'Exit' (or it might be 'Close' - I have not used AVG for a while). You will get a warning telling you that you are shutting down AVG and asking you to confirm. Click 'OK' or 'Yes' and AVG will close.
It will re-start automatically the next time that you re-boot.
Andy