You can disable the AVG in options. ie: Tools menu -> Options -> Transfers, Downloads & there is an option at bottom of that section not to scan downloads.

I am not sure, but I think the AVG for LW is installed within the actual program itself, not the system though I might be wrong. So yes you should be able to use another AV program & disable the AVG scanning within LW.

A computer search suggests AVG components are installed within an AVG folder within the LW Program folder. It is only called to open by LW itself AFAIK. There does not appear to be an actual AVG program which suggests AVG is built into the LW program itself.