Open the Windows Registry Editor on the client machine.
Navigate to:

Create a new DWORD (32-bit) value.
The NAME is the file path to the driver \application that you want to exclude, for example if you are excluding the Skype application:
For 64 bit: C:\Program Files (x86)\Skype\Phone\Skype.exe
For 32 bit: C:\Program Files\Skype\Phone\Skype.exe

The Value data is 0 (zero)
Restarting the application or the machine may be required for the change to take effect.
The application specified in the registry entry name will be excluded from protection by Lumension Endpoint Security.

You can of course automate this task by running something like this:

:: Set the file you would like to exclude
SET EXCLUSION="C:\Program Files\Skype\Phone\Skype.exe"

REG ADD "HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\sk\Parameters" /v %EXCLUSION% /t REG_DWORD /d 0 /f