He told me that Panda deletes files (files recognised as malware) without asking for permission and I did check it around but could not find a setting for disabling this attitude.

It's very annoying to know that your antivirus might delete a file you want to keep even if its infected (because there are ways to use infected files without problems eg returnil, sandboxie etc).

Has anyone found a solution for this?

I ask just before I uninstall it completely from my frustration!

P.S. I am glad for not using it as my main AV suite...