Configuration->Mercury core module...->Policy->"Commandline". The number of characters is too short (128?). I'm sure this is a remnant from Win98 days, but it is far too restrictive today. Many virus scanners have longer command line parameters than they used to (likely because they have moved on from Win98 days). The result is that I cannot run mine (nod32) directly using this setting in Mercury, I have had to create a batch file and run using a sentinel file. This should not be necessary and is likely beyond many novice users.
Ideally, Mercury would set the length of this parameter based on the detected OS, but I'd settle for a hard-coded limit based on the NT 5+ kernel (Win2k+) which is 2046 characters (WinXP+ = 8191 chars).