Contact AVG for this. I cannot help because I use Avast! FREE Anti Virus. But I remember AVG had a Link Scanner which kept us safe and also a toolbar. Try to disable the AVG! Toolbar in Firefox Extensions.

A better antivirus to choose is Avast! FREE AntiVirus. You need to do a FREE registration for Avast! Now the Avast! FREE AntiVirus 6.0 provides Sandboxing so that applications run in a virtual environment and your PC stays malware free. Also included is Avast! WebRep which provides reputation data about websites. Also included is protection from online threats. In Scanning Avast! has Full system scan, Quick Scan, Removable Disk scan and also two special scans - Screen Saver Scan and Boot-time scan. The screensaver scan allows Avast! to do scanning when ever the screen saver is active. The Boot-Time Scan scans for threats before your PC boots up.

Is there a way to set what the default should be when a new tab opens up?

A blank page is the default for a new tab in Firefox. And there is no hidden pref for changing that in Firefox by default.

AVG has been including Yahoo garbage for almost 3 years now.
http://securitygarden.blogspot.com/2008/03/grisoftavg-version-8-includes-yahoo.html
IMO, it is a sorry state when an anti-virus application includes something that many users consider as Malware, especially when the user deselects what appears to be an option and they force install it anyways.

See: http://www.avg.com/special-toolbar-how-to-disable-search-tlbrf.tpl-mcr1

You also may need to:
You MAY need to reset a preference:

1. Enter about:config in the address/URL bar and press the Enter key
2. f you see a warning, accept it (Promise that you will be careful)
3. Filter = keyword.url
4. Below the Filter, right-click on keyword.URL and choose "Reset"
5. Restart Firefox (File > Restart Firefox)
6. See:
   • http://kb.mozillazine.org/Keyword.url
   • http://www.techrena.net/computers/address-bar-search-provider-firefox/

AVG is piece of crap now. AVG ruled in past times because it was the first to give a FREE antivirus with plenty of features. You can get many free antiviruses today. AVG is claimed to use 60% of CPU on slow machines, even when it was not scanning. I have tried AVG 8.0 and 8.5, my CPU usage was around 70% always. Also I had a dangerous virus on a removable disk. AVG scanned for viruses and it deleted them but when I restarted my PC, my PC programs did not work. Strange warnings started appearing. AVG started but did not find any viruses. AVG itself was half-damaged by the virus.