Nope, NOD32 purely does scanning. Since it's so light and fast, it's perfect for a layered defense setup.. so for script blocking you could get scriptrap, script defender, or even better yet DCS' WormGuard and/or RegRun (WG & RR only block suspicious scripts, but work very well)
claire, i use analog-x's script defender: http://www.analogx.com/contents/download/system/sdefend.htm
I think that is better to block any extension like VBS and JS from being executed. Many firewall has such feature and there are also free utilities to block such extensions. Anyway, the VBS and JS malware aren't so common as some years ago.