On-line banking security software compatibilities

[cloggs]

Many on-line banks are pressing customers to install Trusteer Rapport security software on their PCs. Trusteer claim that Rapport is entirely compatible with most anti-virus software, including my Bullguard security software. However, Bullguard have advised against me using Rapport, and so has my computer software dealer.
This puts me in a sort of cleft stick with one or other party whichever way I go if a banking/security problem arises.
There must be many other people in this situation. Can anyone give me a professional view of what to do?