Recently my twelve-year old son managed to infect a couple of computers in my house with a very nasty virus. Both Microsoft Security Essential and McAfee failed to detect the virus. Full scan with both yielded no results.
When infected, the computers cannot connect to Microsoft update sites. Every attempt would yield an 0x800..EEF error. Links on Google search result pages all point to random sites that look very suspicious.
Luckily, Kaspersky Antivrus was able to detect a virus called "Rootkit.Win32.TDSS.d". I downloaded Kaspersky AVP Tool. It detected this virus. I then had to download another program from Kaspersky, called "tdsskiller". It did the job.