You didn't mention where you tried to download the program from. Unfortunatly there are places out there that offer you good products and then don't deliver.
One of the safest sites for downloading various programs is majorgeeks dot com. There is some advertisements that you have to deal with but the downloads are safe and reliable and most times gives you the option of downloading from the manufacture's site.
|MG| AVG AntiVirus Free Edition 8.0.135
choose who you wish to download from and another window will pop up and a few seconds later the download option will appear. Remember to click the download security bar under the browser link to ok the download if you are using XP