I keep it on when using X2 as long as there are no problems. If I'm getting crashing or dropouts, I'll turn it off. If your DAW is on your everyday computer like mine is, the problem comes when you switch it off for X2 and then forget to turn it back on. Sometimes I'll realize that it's been off for days - not good.
If you're like me you'll probably be Googling stuff and watching tutorials etc when you're using your DAW. If I had a dedicated DAW machine I'd just disable network connections and security altogether.
And yes it's a good idea to turn it off during install.