1. First, try removing it via the normal method (via Add or Remove Programs in Windows XP, or via Programs and Features in later versions of Windows).
After removing it, try installing the latest version. See here for instructions and links.
2. If this doesn't work, you need to use the AVG Remover tool here. Choose the one for the version you are removing. Example, if you are removing AVG Free 2013 on Windows XP, you will most likely need to use AVG Remover(32)bit 2013. Download and run the special remover and then restart your computer, following any steps/instructions the remover shows you.
Once removed, install the latest version of AVG Free. See here for instructions and links.