Hello Jean,
I am sorry to hear this.
Share the (screenshot) of AVG console window from where you try to install AVG password protection.
You can post the screenshot here in your topic. Click on 'Answer' & then click on the 'Image' [mountain symbol] & follow the instructions.
I have purchased AVG Password Protection but can't install it. Double clicking on the icon on the AVG console just returns me to the menu page. Can you help please?