I am running Kaspersky Antivirus for Windows Workstations 5.0.712 on XP Pro SP2. I have enabled detection of riskware (which seems like a very useful feature). I have a general exclusion that was set up by selecting "skip, add to exclusions" when running a full scan:
(object) C:\localcmd\vncviewer.exe
(thread) not-a-virus:RemoteAdmin.Win32.WinVNC.333

Whenever I scan the folder, this file is still flagged as a dangerous object. When I go to the Dangerous Objects window, the file is listed there. When I click Process All, it goes away. It's anoying to have to do this every time, but I can live with it.

However, whenever I try to run the program, I get blocked. I get a pop-up window that says "Windows cannot access the specified device, path, or file. You may not have the appropriate permissions to access the item." If I disable real-time protection, I can run the program just fine.

How do I tell KAV that I want to run this program? I have even rebooted the machine, but the program is still blocked every time.

Not sure this answers your question but I've noticed there are 2 places you need to add things in order for KAV to leave them alone.

First in order to run at all, the program needs to be listed as a trusted processes tab. This is for real time programs. In my case, I had to add not only the winvnc executable, but also the installer program that installs vnc.

Then in order to avoid getting caught in the on-demand (say a scheduled weekly scan) the file (or in my case the winvnc folder) needs to be added to the File exclusions listing.

The problem you're seeing is common to anyone using KAV that wants to run VNC. I was eventually able to get this to work using the admin kit, not the "skip and exclude". As when I tried to do that, it never seemed to work either.