Antivirus prob:Help?

After downloading AVG antivirus, it showed a black square icon that said `Internal Virus Database is out-of-date`.Now, I need to change Windows Firewall settings to allow the download of the updates . But I didnt see any `Security settings` in Control Panel!!How can I modify the Firewall settings??Also,should I keep both Comodo Firewall n Windows Firewall,or one??My comp freezes up too!!Feel messed up :(Antivirus prob:Help?Try http://tipsfromruby-internetsecurity.blo for further help to keep your computer protected with regular virus protection and other related updates and news .Antivirus prob:Help?Hey!Didnt I just see your question ?