On my windows security centre page it says for me to check settings on my malware protection, it says that my AVG is turned off, yet when I click the button to turn it on and confirm that I know the program it just goes back to to the original page saying that I should check my malware protection

Any ideas

Turn the pc off and back on again?

First thing I tried Mr R

Anyways I just reinstalled AVG and it is now ok

If your running the free version of AVG it doesnt have any malware protections just antivirus.
I would reccomend malwarebytes for Spyware/Malware checking