If you aren't getting an avast alert, then an exception may not have any effect.
Excluding a file from scanning doesn't actually stop its activity from being scanned, only the exclusion of the scan when the file is executed/run.
Unfortunately there is no exclusion on the processes activity - like in the web shield - for the file system shield.
EDIT: That said, I/we don't really know when you think avast is impeding the game as it would probably be filtered through the web shield.