It depends on what you want to exclude them from, on-demand scans or on-access scans.
Care has to be taken when using wildcards as presumably you mean to exclude file types and I wouldn't recommend excluding them from the on-access scanner as some media file types can be crafted to exploit media players.
Add the path to the file type to the exclusions lists:
File System Shield, Expert Settings, Exclusions, Add and
avast Settings, Exclusions
e.g. c:\media_folder\*.wma etc. (all .wma files in the media_folder) or c:\*\*.wma (all .wma files on the C: drive) or c:\media_folder\* (all files in the media_folder).
The exclusion of all files in a folder and not by file type could drive a coach and horses through your security.
