I suppose you could give it higher priority in the task manager. Or you could just turn off auto-running programs like that. I mean, how many programs other than Windows Update or an antivirus do you have that run things automatically.

You could reschedule when AVG does its scans. You could change Windows Update settings so that it merely alerts you to new updates instead of downloading and installing them for you.

Also, I'm a big fan of Microsoft Security Essentials these days. I can't help but see AVG as following the exact same path that Norton and McAfee were, which made me (and, I think, thousands of others) switch to AVG in the first place. MSE is very lightweight on the system.