Right click the avast icon, select Program Settings, Exclusions, that however, is only for on-demand scans not on-access, which is what is detecting this.
You still haven't answered what path you entered to exclude the file causing the problem ?
What is the problem file name and where is it located, e.g. c:\program files\YourProgram\problem-file.exe.
Then tell us what you entered following the steps given by Justin to exclude the file in Standard Shield, this is the only way we can tell if you entered something correctly or incorrectly.
We can't tell what you are doing wrong if you don't give us an example.