Thanks for your replies. I did read the Admin Guide but wasn't clear on the way to add the exclusions since the file can be located anywhere on the user's pc. The file in question is generated and download by .NET ClickOnce which checks if there's a new version of (my) software available and downloads and installs it if so. I have no control over where the file is located on the user's pc. I only know the name. I added this name in the exclusions list and oddly it appears to work fine, i.e. is excluded, on one PC, but not another, hence my request for help.
The Malwarebytes log shows a path like C:\User\user_id\AppData\Local\Apps\2.0\some_long_path_name\some_other_long_pathname\filename.exe. Should I change the exception to read: C:\User\*\AppData\Local\Apps\2.0\*\*\filename.exe?