On questions:

#1 - Have no idea

#2 - I use Norton 360 - I've heard (don't know how true it is) that AVG is not very good.

#3 - If this question refers to the annoying pop up which asks for your permission to run the software, then it's easily solved

This pop up is caused by UAC feature (user account control) for a simple turtorial on how to disable UAC

Disable User Account Control (UAC) the Easy Way on Windows Vista :: the How-To Geek

If you choose to disable it be careful, UAC is there to protect Vista from running non-compatable software - although I have had it disabled for months without an issue