Be careful what you ask for, you may get it.
There are numerous settings for that. Perhaps you could
clarify what type of scan you want to set this option for:
real-time file system scan, web scan. on-demand scan,
email scan, etc. Potentially unwanted files, suspicious
files, malware files? It's hard to believe that you
haven't been able to find those settings.
Be aware that if a false positive of a critical file
is raised, you will lose that file even though it was
not infected and legit.