This normally telling you that you need to update it, the email scanner is not switched on or the email server is not activated.

Firstly open the AVG control centre and click on the check for updates on the left and make sure you have all the updates.

If you go to Email Scanner and the header colour is red, right click and click activate, if not you will need to check your email server is activated in AVG.

to get to it do the following.

Right click on the Email Scanner section and click on Properties.
In the Plugins Tab at the bottom is another Properties button click on that and another window will open.
In the new window open there are 3 tabs, click on the far right one (Servers).
You should then see in the Email Proxy list 2 servers POP3 and SMTP click on the POP3 and you should get a status at the bottom right. If it says Disabled you need to click on the modify button and click on the connections setting on the left. Then on the right you will need to check the box to activate the server.

I had the same problem and that solved it so hope that works mate.