Sometimes there are multiple shields at play here, and unless you are using avast! 8, there is no global exclusion list.
In version 7 (Endpoint included) I have had to exclude from File System Shield and Behavioral Shield.
Turn off all shields, and test, then turn them on one by one and test to identify which shields are the culprits.
Set Behavioral Shield, and AutoSandbox to "ASK" This will make it easier to figure out. And let me know what you find out, please!
Cheers,
J.R. "AutoSandbox Guy" Guthrie