McAfee and AVG "don't play well together".
The updater "slips it in" with no opt out. That's not too "user friendly", but it's been reported but... being users like you, we have no idea if it'll change.
Use your Control Panel to uninstall McAfee, before it starts making trouble for you.
For future reference, download the Adobe Flash Player installer directly by clicking one of the following links.
Nothing in those but the installer for Flash Player