AVG9.0 antivitus free version download problem

After completion of 100% download when I was about to save a dialogue was appeared that unless the windows firewall is removed AVG firewall cannot be downloaded and the computer should be restarted after restart what to do?

It's not really a direct answer, but I suggest to you that you instead get Avast Anti-Virus. They have a free version like AVG, and I used to be a stead-fast AVG enthusiast myself, but ever since 8.0 it's just gotten to bulky. It's all colorful now, and it's a massive memory and CPU hog, and nothing is where it should be. Avast is small, sleek, completely autonomous, and works wonderfully.