I do not understand those who buy peace/security packages and then later complain and ask WHY? 1 advice. Keep Kaspersky running but install Virtualbox/VMware Player. Go nuts on your shady sites, by which I assume you mean download sites, and then evaluate what is needed for "protection". You need to get some facts on real life problems which are easier to understand and deal with than trying to understand lingo from X or Y product. KISS principle is great for security.
Um, no shady sites for me, thanks. I do love to try out software, but I bail out at the smallest suspicion. (Of course there have been cases where known, trusted software brands distributed infected installation packages, which is why I'd say that "shady sites" are quite beside the point.)
In my case I receive my daily work as attachments (Word, Excel, PDF, Access, some specialized formats), and I can't exactly run all this in a virtual machine nor would I want to. Then I sometimes take my pendrive to a printing shop (they are *all* infected, no exceptions) or plug it into a friend's computer. So these are the two major attack vectors for me, practically the only two.
Given that scenario, a real-time scanner puts a needless strain on my system, where an on-demand scanner would work just fine. But even the real-time engine is only one of many components of AV solutions like Kaspersky. Most of them give more annoyance than they're worth, but these days you can't buy an on-demand only AV, they just don't seem to exist any more.
BTW, Kaspersky's behavioral analysis flags Find and Run Robot when it starts. FARR stays just below the total prohibition threshhold, so KAV allows it to run, but displays a warning message. That was when I disabled all the behavioral and heuristic components. My annual KAV license expires today, I won't be renewing.