Hey, I had the same problem with AVG, what is causing it is the resident shield utility,
you can stop it from interrupting by setting up an exception within the program.
To do that, go into the user interface and double click on the resident shield, there should be a "Manage Exceptions" button at the bottom of the window with other options such as turning on/off the resident shield.
all you need to do is add the program directories/files that are being interupted and it should stop.
I set it up to ignore Steam and some Other programs and so far had no problems.
(I am currently running AVG Free ver 9)