We opened a ticket with HP and got the very helpfull respons below.
Looks like both vendors are blaming each other..;
Within McAfee, select the policies for Virus Scan.
Click the 'Access Protection Policies'.
Choose the selections for 'Server' and 'Common Standard Protection'.
Highlight 'Prevent modification of McAfee Common Management Agent files and settings.'
Click 'Edit' and at the bottom of the window, you will see a list of programs that are already excluded; add 'CPMGHOST.EXE' to the list.