Hello Andrew,
I apologize for the inconvenience. This is a known issue and we have reported this to the development team. To fix this, please uninstall AVG Internet Security from the control panel and reinstall it https://www.avg.com/en-us/download .
If you face any difficulties, please provide the screenshot [http://support.avg.com/SupportArticleView?urlname=How-to-create-a-screenshot] of the AVG Interface to check and assist further.
My Enhanced Firwall is also Red, the button does not work. I can click the button and get the icon above the switch to go to green, but that is a stuck thing not related to the operation of the slide switch.