As I said on IRC, I think that you should add something about it on FAQ ( mainly Windows FAQ )
I had to make an excitation of %AppData%\Roaming\Bitcoin
on Microsoft Security Essential to make it working correctly ( bitcoin )
I don't know if it only a MSE problem, but it can be easily a problem with all antivirus.
So I think that it will a good idea to add something about antivirus on official FAQ
EDIT for Linux:
<+PovAddict> ...and if you use Linux (and you trust not to get a power outage in the middle of a database write), I suggest libeatmydata to disable fsync on bitcoin, should speed up initial block fetching (not sure about generation)