AVG Internet security - Files unprotected

Hi,
as mentioned in an earlier Mail, I frequently get messages that some files were unprotected. Of course, I follow the instructions and soon, it says all files are protected! However, only a few days later, the message appears again, and the same files are listed and a few more. So, the whole procedure again and again. How can I stop that and get all files safe?
Txs for your help!
Rgds,
Renate

I forgot to attach the screenshots

Antivirus or backup programs might be interfering with file protection.