Can you switch off the naggy bits?
Kaspersky AV is one of the best (or at least, it was a year or two ago when I last looked at these things in anger). This whole ‘total internet security’ fad is more trouble than it’s worth IMHO though – and that’s not just directed at Kaspersky, but everyone who sells them.
The problem is, as you say, they like to pop up windows to go “hey, look at me, aren’t I working well, think of all this DANGER you’d be in but for me, can I have a biscuit?” – consequently, people stop reading the alerts (not that most people really understand them in the first place) and habitually click “yes”, negating the point of asking in the first place.
Good browsing habits and common sense, a hardware firewall (your internet router), and a decent AV are all you should need, in roughly that order of importance. Sadly, the first one is the one most commonly missing.