Right click the AVG Icon in system tray [Notification area]. Choose "Launch AVG control centre. Double left click on email scanner, single left click on "Configure".
Under the heading, Email scanning, place a tick in the top four of the six boxes.
Under scanning properties place a tick in the first two of three boxes.
Under attachment filter place a tick in the top box only.
Click OK and OK again then come out of the control centre. All should be well now. Please post back if you require more help.