I always have the latest version of Mcafee, simply because I get their virus scan and firewall for free. (long story) Anyway, it rarely bug me about anything. And when it does alert me, it's just a small box that scrolls in from the right side of the screen. Doesn't pop out in the middle and block everything you're doing..... actually, that's probably the least annoying way I could think of....
AMD 2800+ (Barton Core)
Asus A7N8X
2 X 512MB Mushkin RAM
Sapphire ATI 9800PRO