Here's a quick rundown of the Windows Firewall settings required for AVG 8.5 to successfully install remotely.
I have provided these in Windows "GPO" format, as pushing the settings out through your domain's Group Policy is probably the easiest way to do this.
I recommend NOT installing the AVG firewall (if you have Internet Security) in a domain setting. Use the Windows Firewall, I think you'll be happier.
135:TCP:localsubnet:enabled:AVG TCP 135135:UDP:localsubnet:enabled:AVG UDP 1356150:TCP:localsubnet:enabled:AVG TCP 61506150:UDP:localsubnet:enabled:AVG UDP 6150
These settings are tested to work with AVG 8.0 and 8.5. I don't currently know if the Identity Manager has any special settings.