Hello Dan,
I am sorry to hear that.
Please uninstall AVG Secure VPN from the control panel and reinstall http://support.avg.com/SupportArticleView?urlname=Install-AVG-Secure-VPN it to check the status.
If the issue persists, please provide the screenshot [http://support.avg.com/SupportArticleView?urlname=How-to-create-a-screenshot] of the interface to escalate the case.