AVG is blocking a program

I am running MELCO embroidery software which connects to my computer via dedicated ethernet. AVG is preventing a connection. It works great when I disable AVG. I need help with this please

Hi Laura,
We apologize for the inconvenience caused to you and lets work together to fix the issue. Please follow the below steps to get this issue solved.
Open AVG->Open Internet Security->go to menu->settings->components->choose customize option in firewall->network profile->Change the connection to Private.
After this, If you need any further assistance, please feel free to contact us. We are always here to help you with your issue.
Thank you.

Hi Laura,
We apologize for the inconvenience caused to you and lets work together to fix the issue. Please follow the below steps to get this issue solved.
Open AVG->Open Internet Security->go to menu->settings->components->choose customize option in firewall->network profile->Change the connection to Private.
After this, If you need any further assistance, please feel free to contact us. We are always here to help you with your issue.
Thank you.