But no matter what I do, I can't stop it from scanning and deleting the .exe file. Can you help me? 

Sorry I added the images like this by mistake.

Hello @Neyzen Tevfik, Welcome.

Your exception rule contains an error, the manual is a bit misleading.

As folder you have obviously specified a subfolder in 'Downloads', that's ok so far (but not harmless).

In the field 'Object' you may only enter a verdict from the encyclopedia, which the scanner gives (e.g. 'Trojan.Multi.....').
If you want to specify a file name, it must be entered (with path) in the 'File or Folder' field.

Please try to leave the 'Object' field empty.

@Schulte 

Hello, I'm honored. 

I left it blank and it's the same again. (Being A DIK v0.8.2 - Adult Game Translation.exe) is among the downloads so I checked there and it still doesn't work. is there any other way to prevent it from scanning these files or exe?

I've tried multiple things in the object section and it doesn't work. (I realize I'm using it like a live chat, ? I'll take the precaution.)

Hi, @Neyzen Tevfik!

What Kaspersky product do you use? According to snapshots it is not the Kaspersky Anti-Ransomware Tool.

Thanks.