Kapersky Internet Security:
(note use the firewall AND antivirus section and use that guide to add exceptions)

AVG: Tools menu, advanced secttions, click on the + beside resident shield then click excluded files. Click the add button and browse to where you have EAC saved.

BitDefender Internet Security 2010: http://www.downloadatoz.com/essentialware/bitdefender-internet-security/how-to-add-files-to-bitdefender-exclusion-on-windows-7_g.html
Also note, as with the above go to the firewall section and do the same.

Norton internet security:

You can use Scan Exclusions settings to exclude viruses and other high-risk security threats from scanning.
To exclude high-risk security threats from scanning:
In the Norton Internet Security main window, in the Computer pane, click Settings.
Under Exclusion, in the Scan Exclusions row, click Configure.
In the Scan Exclusions window, click Add.
In the Add Item dialog box, click the folder icon.
In the Browse for Folder dialog box, select the item that you want to exclude from the scan.
Click OK.
In the Add Item dialog box, click OK.

Guys if there is an AV product you use that your having trouble finding the exclusions for please let me know and ill dig up a tutorial for you.

Thanks
Tal

Update: how to add a firewall exception in windows XP:
http://support.microsoft.com/kb/842242

Thats a good one to do anyway as i have seen first hand a disabled XP firewall continuing to block applications.

Windows 7
www.troublefixers.com/how-to-add-an-exception-to-unblock-a-program-windows-7-firewall/

Windows Vista:
www.troublefixers.com/how-to-add-an-exception-to-unblock-a-program-windows-7-firewall/

I know it can be a pain guys but the source community uses this AC with great success, the reason it needs these exceptions is it interrogates your machine to ensure nothing is trying to interact with your COD install so naturally some AV/Firewallls see it as a threat to the system.