Running a protection package 24/7 is no guarantee of not getting infected. Each day a number of people come to my shop with computers that they run protection on 24/7.
In most cases they've become infected by allowing the malware onto their systems. Here's the 3 most common ways:
1) Opening/viewing an email (from anyone) without scanning it first
2) Downloading stuff off the internet and running it without scanning it first
3) Closing popup windows by clicking on them (anywhere) - only close these through the Task Bar (right click and select "Close") or from Task Manager (Ctrl-Alt-Del)
All that having been said, I'd suggest checking to see if anything has slipped by your protection by trying these free, online scans:http://safety.live.comhttp://housecall.trendmicro.com