AVG is blocking AirPlay?

Hi, I have AVG Internet Security 2011 and I'm having troubles using AirPlay from iTunes. Whenever I open iTunes, the drop-down menu for the speakers disappear. But when I disable the firewall of AVG, the on in iTunes reappears and I am able to play music through AirPlay. Is there a way to use AirPlay whilst using the Firewall feature? Many thanks!