AVG Watchdog Service Is Trying To Access The Internet

This is the message I get from ZoneAlarm. Everything on the internet says it's okay to allow it, but nothing actually explains what it is, what it does, and why it's accessing the internet. I just know it's part of the AVG free virus software.

Can anyone fill me in? I don't like stuff secretly accessing the internet in the background and I want to disable it. So, what is this "Watchdog Service" and how can I stop it permanently?

Thanks.

 

Stopping or denying 'net access to Watchdog will lower your effective protection; as far as I can recall, it checks for updates and blocks against visiting malware infected sites and checks that your AVG services are all active.