@Peter,
with Kaspersky you have the ability to exit the anti-virus completly which is good if you play offline games that don't need constant scanning of your system. Also the less programs run in the background, the better. I use to go offline and swich off my AV before starting TWoS (or other demanding games) also because of performance. With MP games one should not do this however for security reasons.
Other anti-viruses have more or less the same functionality, BUT: To my knowledge, with all of them you can define exclusions of folders or files which then will be NOT scanned at all.
In the case of TWoS, if you know that you will install in, for example, C:\games\SH5 (Steam users must know in advance where the files will be installed; it's the '...common\Silent Hunter 5' I think, but not sure), then you create the folder in advance, you make an exception rule in your AV for it, then you install the game in this folder following TWoS instructions.
This should work. It's complicated, I know
At least this would be a solution for those players where their anti-virus will interfere in the background, and maybe they don't even know about!