Yes,you can try to exclude it.Please see this page:
http://technet.microsoft.com/en-ca/library/dd361953.aspx
I tried using the Spybot proxy,and
http://us.battle.net/wow/warlords-of-draenor/ wasn't blocked for me,so I couldn't really see if it works to exclude it,but I tried something else Spybot does block,and it appeared to work.
To try to exclude the site,open Internet Explorer,click the gear symbol,Internet Options,Connection tab,Lan Settings.Then,underneath Proxy Server,click Advanced.Under Exceptions,I figured you could try putting us.battle.net,though I can't check out if that works,of course.Then click OK,then Apply and OK,if applicable.
I'm not sure why WoW would be blocked for you.You could try checking for updates in Spybot,in case that was added in accidentally before or something,and has since been removed.Open Spybot start center,checkmark Advanced User Mode,click Update,then click the Update button at the top.
