AVG is excellent.

I also use AVG...the point is,do I (we) really have any bonuses shutting it down while playing 'heavy' games?

It frees up more RAM, I think. But if you have more than enough for the game it doesn't have to be closed. It doesn't make much of a difference.

If you do not do any backgound scanning, downloading, autoupdating, etc. and all an AV program (or really any program for that matter) truly sits dormant, then in theory its OK to leave it running. In practice, some AV programs don't sit dormant while gaming, and scan files, sometimes as the game is using them. I'm not sure if AVG does or not.

The other thing that most users have no control over, and are not even aware of is OS housekeeping... swapping files and programs into and out of the pagefile (XP), resizing the pagefile dynamically, reallocating certain disk information, expanding/shrinking disk cash in 'leftover' RAM, initiating/responding to secret MS communication with your computer (not necessarily nefarious), and a few dozen lesser 'housekeeping' chores that go on without most users' knowledge.

How does it affect RTW. Basically, not much compared to playing a real-time FPS like Half-Life or Quake. That's because pauses, lags, stutters, slowdowns, etc. are not as critical in RTW as in FPSs... you don't 'die' because you system lagged 1/15th of a second at the wrong time in a firefight.

As long as the game runs, and the PC is 'safe' -- e.g., running AV + AS + Firewall (like router hardware firewall) -- then its OK to give up RAM/performance for protection.

I have an ADSL modem router that has a double firwall (NAT+SPI), is that good enough, or should I download one?