Microsoft Security Essentials and Keygen

I found Microsoft Security Essentials as a very good anti virus and spam killer. I am using it for some months and recently I found an interesting thing. I had one software downloaded from internet which I had in my D:drive. The software also had key generating software 'keygen'. It was a long time I had that software but when I install the software today, I didn't find the 'keygen.exe' to run the software. I was surprised to see that. When I ask my friends if they have that software, I got it in CD. I tried to copy the keygen but Microsoft Security Essentials treated it as virus and didn't allow me to copy. Wow! its good antivirus program in this regard and I also came to know that the program might have deleted that file during scanning process. Hence be careful if you are having some keygen or similar programs and running MS Security Essentials in your computer.