I've seen behavior like this from AVs like NOD32 V3, Comodo AV and now AVG, where you tell them to "ignore" when they detect a false positive, and they don't ignore it. Anyone else?
I did look meticulously on the settings, but anyway I ended up upgrading to v4 for a short time. Right now I find Avira sufficient though, so I just let my NOD32 license expire.
What I remember I was getting is that some .exe file was getting deleted when browsing the folder with Windows explorer, or some other program accessing the file list in that folder, and the message asking me what to do didn't come up, just a warning that it was being deleted.
I added a bit above... I'm not 100% sure if it was either of those problems, or both, but I'm sure it was at least one of them. Gettin' old. Maybe I need to eat more fish (or was it eat more elephant?).