AVG

I installed a trial version of AVG and selected the create firewall option.
I restarted the computer and tried to send an email and got an error message
saying that the email could not be sent because I have a firewall. I'm on
the only computer in my house and I have only one Internet connection. I
uninstalled AVG because I'd like to use email. I sent an email to someone
and it got through. The person replied and I got his email.

Do you know a way around this? Not just with AVG but with other anti-virus
software? I have Windows Firewall on and it doesn't block my emails.
Thanks