Not rude at all. Thanks for replying. I have tried several methods. In the interest of accuracy I just tried again. I click the avast icon by the clock, enter the password, GUI opens. Click Settings (upper right of window), enter password again, and a settings window opens. Click Global exceptions on the left. No exceptions shown. Click the Add button. Click Browse to add a folder. Browse to C:\SomeFolder. Click Ok. C:\SomeFolder\* added to exceptions as expected. At this point I have tried both clicking Add or not clicking it before clicking Ok on the settings window to close that and be back at the main GUI window. At this point I only have the Minimize and Close window buttons so I click the Close window button (the X). It does seem to keep the setting for a brief time. It seems to vary, but somewhere within 1-5 minutes it will revert back to not having any exceptions shown, but if I go back in before that time frame it still shows the changes that I made.
This is not a domain network so domain policies shouldn't be involved at all. Just mention it because it would be my first idea.