There are many ways an attacker might try to compromise your PC, and one common option is to download and run an executable without your knowledge. If your antivirus engine doesn’t recognise the threat then that could leave you with a serious problem.
Run ExeWatch and it might be a different story. The program watches your local drives, looking out for new executable files, and raises an alert the moment anything appears – downloaded, extracted from an archive, written by some other program, whatever it might be. It has no malware-removal abilities, but that early warning may still save you a lot of pain.