streetwolf, what did you set on the Advanced tab? it should be only "scan on-open" (no extensions!) and "do not scan system dlls".
I have those settings at the moment and it appears that only executables including dll's are being scanned.
When I reported all those 'other' files being scanned I didn't have anything checked on the Advanced tab. Are you saying that in order not to scan the files I reported you need to set the Advanced tab as you indicated? I figured not checking anything was what I wanted to only scan executables. Seems I was wrong. If this is true then I think it's a little confusing regarding the relationship between the basic and advanced tab.
As far as the Web shield goes I am seeing a similar thing. I specify only certain extensions to be scanned yet I see other extensions being scanned. As a test I checked the option to scan files of selected type but didn't fill anything in. When I go to my web site
www.shap721.com it scans some sort of file. I also saw a 'flv' file being scanned at another site
www.gamecopyworld.com. I suppose a flv file is some sort of flash video? Placing *.flv on the exclude list prevents it from being scanned as well as placing the URL that pops up at my web site. I would think that nothing should be scanned with my settings.