Installing AVG TuneUp

Hi Jane,
In order to analyze it please provide us with diagnostic output (run it after inducing described behavior) using this tool and please add detailed description of issue.
Thanks

I have been trying to install my AVG Tune Up. However I can't finish the procedure. I get a box saying 'Make sure that the connection to the Internet is established and that communication from AVG Update wizard is not blocked, eg by a firewall. Click OK to check your Internet connections.' I click OK and it says 'Select your internet connection. An internet connection is required.' It offers me a choice of Permanent connection to internet, Connect manually, Proxy setting - I don't know which of these to click, and I have tried them all but don't know how to proceed with any of them. I click Next and it just returns to the first question.
I have contacted the AVG Support but am told 'it is beyond their support.' I have also contacted Technical Support where I selected 'phone' but have only been offered 'ask the community.' All this has already taken two hours. Can you help please?

Hi Jane,
In order to analyze it please provide us with diagnostic output (run it after inducing described behavior) using this tool and please add detailed description of issue.
Thanks