I will try to help but before I can I need a bit more info

Will it be a dedicated server? ie your not using it to play on etc.

What software are you using to manage your sql? ie 2005 Enterprise
(If you need a specific program for this let me know and I'll have a look see if I can find it)

Will the server be facing the internet or is it on a private network?

How much do you already know about sql? I dont want to start telling you how to suck eggs

Im not sure any AV can scan engine SQL database files because they are in a proprietary file format, as designed by Microsoft. However, you can install AV onto a SQL server to protect the operating environment and file system.

When you install AV onto a SQL server, configure it to exclude the SQL database files from real-time and manual or scheduled scans.

Basicaly you should keep all your SQL files on a physically different partition (or prefeably drive and controller) and the same for the logfiles.
These should not need to be scanned by your AV for performance reasons.