Anti-virus software vendor Sophos tested Windows 7’s built-in anti-virus capabilities by feeding a clean system 10 pieces of the newest malware. Eight out of the 10 samples ran successfully
Excerpt from Wired.com. Why I have a feeling that this would be so obvious. That hardly seems to be a new lesson, since Microsoft never told anyone to stop running anti-virus in the first place. This report somehow provide a justification of something I already knew.
Keep running your anti-virus software as long as you're running Windows.