AVG Internet Security doesnt run

Are you sure, your computer is clean? Many infection will try to disable AV programs as their very first goal.

 

Chances are that the registry value to start AVG at boot has gone missing, as Broni stated, many malware will remove the registry value to try to disable the antivirus.

However, you are more than likely still protected because the auto-protection feature runs as a Service and is a separate AVG process. The item in the system tray is not the actual antivirus program, it's the AVG user interface, that's all it is, a quick link to the settings and AVG control panel.

You should be able to uninstall/reinstall/repair AVG via add-remove programs. And unless you have the paid version you'd be better off with a free antivirus such as Avast or Avira.