Yes, we run Norton AV too and can get the same message. The reason is that some applets, such as the Multiple Signatures etc., access the Windows file system (i.e. read files etc.) and Norton AV detects this operation. If you are running Norton AV 2002, you can choose to:
1) Authorize the applet (script); or
2) Disable script checking.
Of course, if it is practical for your environment, number 1) is the definitely the preferred option.
Please let us know if you have any further questions.