Hi Snooze
You can turn AOFO on and off per job - if you double-click on the job in Job Setup, on the left-hand side of the window that opens, about halfway down there's a section titled "Advanced Open File" - if you click on that, you'll see the options on the right-hand side.
It may be that the other databases are being backed up OK because they're not being accessed at the time, but your antivirus files and other database file are in use.
We've all been newbies at Backup Exec at one time, and it can be a bit of an unwieldy beast to use to begin with - stick at it!
Best of luck
Doug.