Not all virus programs will be detected by AV since new instances will at first not be recognised until they are reported and included in the virus database list. Many infect your system by planting code in memory areas designed to hold data, for example the memory stack.

Windows XP SP2 allows you to inhibit this attack by use of the Data Execution Prevention facility. Do this by right clicking on "My Computer" short-cut and select "properties". then select "advanced" tab. Select the "Performance" settings button and finally the "Data Execution Prevention" tab. This will allow you to set an option in the "Boot.ini" file that controls this feature.

See also the microsoft documentation for this feature for more information.

Bob vG