Problems with AVG Internet Security 9 using Windows 7 64 bit, XBOX, and iTunes.

The programs are not showing up in the firewall log.

here is an example on how to add xbox connection setting to AVG FW

To allow the connection between XBOX and computer with AVG Firewall, please proceed as follows:
Open AVG -> menu Tools -> Firewall settings.
Open section Profiles -> your profile -> Applications.
Click Add button -> "..." button next to the Path.

Browse to:
c:\Program Files\Windows Media Player\wmpnetwk.exe

Make sure that Application action is set to Allow for all and click Apply.
In the left tree, please switch to application Various system services.
In the Application detail rules click on Add button and then click Move up button until the new entry (represented by a number, e.g. 12) is on the first place in the list.
Set Detail action to Allow for all.
In Defined services click on Add service.
Fill in the service name (e.g. XBOX) and click Add button.
Fill in the following settings of the rule:

Protocol: TCP
Direction: Both ways
Local ports: 2869
Remote ports: *

oops, the sample is what you ask for, lol :)

(and here the rest of steps, missed this part... this post is actually a part of 25620302)

Click OK to store the newly created rule and also the service.
In the list of Defined services, please scroll down to the created XBOX service and tick it.
Click OK to store the whole AVG Firewall configuration and test the connection.

more info about AVG Log
Whenever AVG Firewall blocks or allows some communication, or displays a dialogue to a user to choose whether some application should be allowed to communicate, it records its actions into a log. This log allows for simple troubleshooting of issues with blocked connection. To view the records of AVG Firewall actions:

Open AVG.
In menu Tools select Firewall settings.
Go to section Log.
The log can contain several types of entries, based on the type of action and the type of application that is communicating.

Possible actions recorded in the log are:

Ask
The Firewall confirmation dialogue was displayed. Until an action is selected, the communication is not allowed.

Allow
The communication was allowed either from the Firewall confirmation dialogue, or by an existing rule in AVG Firewall.
Block
The communication was blocked either from the Firewall confirmation dialogue, by an application rule, or there is no system rule for such communication.
BlockedIDS
The communication was blocked by the Intrusion Detection System. This usually applies to suspicious or incorrect communication, and it is not possible to allow such traffic.

Possible types of application in the AVG Firewall log are:

<application_path>, e.g. C:\Program Files\Internet Explorer\iexplore.exe
Can be allowed or blocked only in Applications section of AVG Firewall configuration, by creating or modifying a rule for this particular application.

SYSTEM or Filter Device
Can be allowed only in System services section of AVG Firewall configuration, by creating a rule for this particular communication.

Here is what the log looks like, when I try to run media center on my 360.  I'm going to try to setup some rules with the instructions you gave me.  Thanks for the help!