I've found the AVG update connection to be very eratic during the past couple of weeks or so. It used to connect within seconds, but now I can wait up to a minute and nothing happens. Keep trying I suppose.
I too have been having problems with AVG. thought that because it was accessing their site in the blink of an eye something must be wrong. Been trying a few times. My previous download was 392. Just done a manual click to update, waited a while and it did. Now have Update No. 399. Lesson - be patient.