Sorry for the trouble, Frank.
Could you share the screenshot https://support.avg.com/SupportArticleView?l=en&urlName=How-to-create-a-screenshot&supportType=home of that alert message you have received? Not to worry, we will check with it and assist you further.
After I have the pop-up "Internet Security Alert" come up while in my Chrome browser, I run a deep scan with AVG. It never finds anything. Why not? I have read that this is ad-ware that is on the computer somewhere.
Sorry for the trouble, Frank.
Could you share the screenshot https://support.avg.com/SupportArticleView?l=en&urlName=How-to-create-a-screenshot&supportType=home of that alert message you have received? Not to worry, we will check with it and assist you further.