Hi crashman. I tried your suggestion, but ran into trouble straightaway because I wasn't sure what you meant by the avg 2011 updater - it didn't seem to be on the avg free website, other than as an upgrade to the paid-for version. Also, I was reluctant to do a system restore as far back as avg9 in case doing that lost other things installed since then. In the end, I reinstalled avg 2011, but it didn't resolve the problem. I have since found out that avg are reporting a possible conflict with Zone Alarm, and are working on finding a solution. It seems they don't think that the error message means I am unprotected, and that it should go away when they have sent out an update to fix it.
Thanks again for your suggestion.