You need to adjust this in the NOD32 scheduler module and the update module. I've selected "update only at startup" in the scheduler module, and under advanced in "update" I have update without notification selected.
I'm not sure if it'll get rid of the complete message but it at least prevents it from popping when you're in a game. I only have the NOD32 trial so I'm going through the same learning curve. My old Panda subscription runs out in 20 days and I'm still not sure if I should change or not.