Update documentation on how to add new Windows VMs

Mention that the `test-runner` and standalone e2e test executable should
be excluded from being flagged by Windows Security. We have experienced
some false positives lately, and we do indeed trust what we upload to
the test runner VMs.

test/docs/BUILD_OS_IMAGE.md

@@ -209,6 +209,10 @@ This can be achieved as follows:
 
 * Shut down.
 
+## Windows Security
+
+Windows Defender ocasionally kills the `test-runner` because it believes it to be a trojan. This can be worked around by excluding `E:` and [the folder containing the standalone e2e GUI test executable](../../gui/README.md) following this guide: https://support.microsoft.com/en-us/windows/add-an-exclusion-to-windows-security-811816c0-4dfd-af4a-47e4-c301afe13b26.
+
 ## Finishing setup
 
 Now you are done! If the VM was configured correctly, `test-manager` will be able to run the test suite using the new OS image.