You've discovered the hard way that antivirus software doesn't lie in bed well with it's peers. They clash.
How are you trying to uninstall them?
It's likely you are not going to get a clean uninstall of AVG.
If both programs refuse to uninstall in the normal fashion, you'll probably have to manually remove all traces of AVG from your system manually. Stray files are often found all over the place but the best place to start is by deleting the AVG folder on C drive within Program files (if it's actually residing there) then rebooting and attempting to reinstall Panada.
Why Panda, btw? That's not one of the best, I'd rather use freebie Antivir than Panda, but I digress.