Here is the download for java-I would recommend you download the offline version so you can install it when you want to.
As for the two AV program existing together. I would make sure McAfee is totalled uninstalled and not traces of it left before installing AVG also they do have a free version of AVG.
Here a link that might help to remove macfee security suite
Not sure how this one works but you can have a read over and see what you think.