Its just the heuristics thats picking up SGLAC. Id rather know that its working and activly picking up such things, albeit can be annoying.
If you havnt downloaded SGLAC then do the following
Open Nod32 > Threat Protection Modules > AMON > Untick File System Monitor
then go to
Threat Protection Modules > IMON > Untick Internet Monitor
You should be able to download SGLAC without it scanning the rar file, install SGLAC then go and turn both AMON and IMON back on, When a new SGLAC comes out you will have to repeat the process.
If you have already downloaded SGLAC then do the following (Likelyhood is that Nod32 would of scanned the rar and removed SGLAC.exe from the rar file, but im adding this method just incase

):
Open Nod32 > Threat Protection Modules > AMON > Untick File System Monitor
Install SGLAC, then go and turn AMON back on.
This worked perfectly for me, i can freely use SGLAC with Nod32 AFTER its been installed.
glhf