It depends on what model you have and your local IT policy. Symantec AntiVirus has been tested to run on E5071C (and it is good idea to run some anti-virus on any network computer) Older models do not play well with anti-virus software running on the instrument. It is best to enable access to the hard drive and scan these with another PC that has anti-virus software running.
Not sure about ENA, but for our "personal" PNAs we use the relatively new Microsoft Security Essentials which seems to work very well. As with any anti-virus program be careful with false positives. On the PNA, some AV programs detect the file "Shutdown.exe" to be a virus. It is NOT a virus and this file is needed for the PNA recovery process.
We have found that windows Defender works well on all scopes and Spec Ans that are XP and above. For units that are Win2K we have run AVG with success. Please read the FAQ posted earlier. I know that there are some restrictions with Network Analyzers. It all has to do with how much head room you have. If your machaine starts to run poorly I would remove the anti virus and scan using a external PC and your machine as a external hard drive.