Open Avg
Click on "Options"
Scroll down to "Advanced Settings" and click on it.
Click on "Privacy Preferences"
Uncheck what you don't want (especially "Personalization")
Click on "Apply" or, if you didn't change anything, "OK"
If you're not going to run a scan or do something else..... Close AVG
After Graham Cluley's site come back up, go ahead and check to see if he suggests anything else.