Thanks for the reply, I thought antivirus programs like Kaspersky and McAfee scanned for everything, I didn't know that you needed seperate programs to scan for seperate things. I'll give the programs you listed a shot.
The reason I said avg has holes in it is because I've actually seen a virus that installed avg and change the default directory avg is downloaded to so other antivirus programs couldn't be installed (Kaspersky requires you get rid of other av programs before installing) and you couldn't find avg to uninstall it. Of course if you ran avg it couldn't find the virus, so after going into the registry and manually deleting all the avg files we could install kaspersky and the virus was found after a scan.
It's probably like that with all free av programs though, I guess it's to be expected that free programs don't work as well as ones you have to pay for.