Security is absolutely about layers. Ever wondered why computers get infected even though they have antivirus installed? This article explains how it is done. Viruses change constantly and it's a game of whack-a-mole for the AV companies trying to keep signatures 'current' and detect new viruses using heuristics.

It IS possible to stay safe online and drastically decrease the chances of getting infected:

1) Make sure you have a strong anti-virus running. MS Security Essentials is BASIC protection. Go with a package that routinely places in the Top 5 in AV tests (we currently recommend BitDefender)
2) Keep your software up to date. Windows Updates, Browsers, Adobe Flash/Reader, and Oracle Java. Don't know what Java is? Uninstall it and see if you notice (you'll get prompted for it on sites that use it). If you don't – you're safer not having it. If you do, grab the latest JRE version from Our My ITXpert…

Antivirus is Dead: Long Live Antivirus! — Krebs on Security
This hardly comes as news for anyone in the security industry who's been paying attention over the past few years, but I'm writing about it because this is a great example of how the cybercrime underground responds to — and in some cases surpasses — innovations put in place by the good guys.