Computer restricting access to some programs?

My computer running Windows 7 has an annoying problem. Itunes, STEAM, Combat Arms, and any other program that connects to the internet for updating or other reasons is disabled. Itunes store cannot be accessed, my sony ericsson phone client cannot be updated, and Steam is not allowed to connect. I think it may have something to do with the firewall. I currently have AVG free edition 2011 installed. Please help me :'(