He you can see an BlogPost from Avira: http://www.avira.com/en/support-for-home-knowledgebase-detail/kbid/567
Here's an article that can help you or vice versa: http://www.ehow.com/how_7250842_make-exception-avira-antivirus.html
Avira WebGuard Website Exceptions
Double-click the red Avira icon in the taskbar next to the system clock to open the main Avira Antivirus window.
Click the "Extras" menu and select "Configuration." Turn on "Expert Mode" by clicking the "Expert Mode" check box in the upper left corner.
Click the "plus" sign next to "WebGuard" in the left column. Click the "plus" sign next to "Scan." Click "Exceptions" to select and highlight it.
Type the full URL in the "URLs skipped by WebGuard" box of the website address for which you want to make an exception and exclude from scanning by WebGuard. Click the "Add" button. Repeat this for each website for which you want to make an exception. Click "OK" to save the configuration.
Click "Locked Requests" underneath "WebGuard" in the left column if you want to make an exception for an entire category of sites blocked with Avira's web filter. Click to clear the check boxes for the site category (e.g., Phishing URLs, Fraud/Deception) you want to unblock in the "Web-Filter" section. Click "Apply" then "OK."
Click "Parental Control" underneath "WebGuard" in the left column if you have this feature active.
Click one of the predefined roles in the "Roles" section (e.g., Child, Young Person). Click the "Change" button to open the "Properties" box.
Type the URL for which you want to make an exception in the "Add URL" box. Click "Add." Click the rule listed in the "Rule" column in which the website is listed and select the rule which you want to set for the website (e.g., Allow).
Click the check boxes to deselect categories of blocked websites in Avira in the "Blocking access to URLs" box. Click "OK."
Avira Scanner and Guard Exceptions
Double-click the red Avira icon in the taskbar next to the system clock.
Click the "Extras" menu and select "Configuration." Click the "Expert Mode" check-box in the upper left corner to enable "Expert Mode."
Click the "plus" sign next to "Guard" in the left column. Double-click "Scan" and click "Exceptions."
Click the "Browse" button (button with three dots). Navigate to and click the program folder of the program or application for which you want to make an exception to Avira scanning. Click "OK." Click the "Add" button. Repeat this for each program which you want to exclude from monitoring by Avira.
Click the "plus" sign next to "Scanner" in the left column. Double-click "Scan" and click "Exceptions." Click the "Browse" button. Navigate to and select the program's folder which you want to omit from Avira scanning. Click "OK." Click the "Add" button. Click the "Apply" button and then "OK" to close the Avira window.
Open the Avira Security Suite and navigate to the "Online Protection" tab at the left end of the window. Click the "Firewall" link underneath the "Online Protection" heading.
Click the "Security Level" slide bar and drag it to the option you want to use. Choose "Block All" to prevent all incoming and outgoing traffic. Choose "High" to block all incoming traffic and make the computer invisible on any local area network. Choose "Medium" to make the computer visible on the network or choose "Low" to let most traffic through.
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Click the "Configuration" link at the upper-right corner of the window. Click the "Firewall" option at the left end of the window.
Click the "Adapter Rules" button underneath the "Firewall" heading. Click "Incoming Rules" to define an IP address that you want to let through the firewall. Choose "Add Rule". Type the IP address you want to allow through the firewall in the text box and click "OK".
Click "Allow Peer-to-Peer" if you want to allow a peer-to-peer networking client to be able to send data to and receive data from your computer.
Click the "Application Rules" link. Choose "Add Application". Browse through your computer's folders and locate a program that may need to send or receive data through the firewall. Click the program and choose "OK". Click the program's name in the list of programs and then click "Action". Choose "Deny" to prevent the program from getting through the firewall. Choose "Allow" to allow it through the firewall. Choose "Ask" if Avira should always ask before letting the program run.
Click "OK" to save the Avira firewall configuration.
Tips & Warnings
Choose the "Custom" setting instead of the "Express" setting when installing the Avira Security Suite. The "Express" option will not install the firewall.
You must be logged into your computer's operating system as an administrator to add applications to the Avira firewall.
The IP address you need to allow through the firewall for any online program can be found through the program's support website.