How to install AVG Anti-virus without connecting to the internet first?

"I take it you are talking about AVG free.

Take a look at this page and the second download link, it should download the complete installer and not the mini version that downloads from the internet.

Here is a direct link to the file.

Whilst you are at it, you may also want to download the latest virus definitions from here.

All this being said, if you are using Windows 98, you may be in trouble because the documentation says that the latest supported version of Windows is 2000."