Your predicament sounds all too familiar. When I bought my Dell computer, it came free with McAfee. It blocked an average of two infections a month. My licence then expired, and I got Kaspersky, because there was a special offer, and I could get it free. My internet usage did not change, but in two years it blocked three infections, and it found another three on the system. Very unimpressive results, but I continued to use it.
I then caught some very nasty malware indeed, and after that I decided to switch. I switched to MSE
and have been infinitely happier. I never liked the user interface of Kaspersky, and hated the Firewall enough to switch back to the Windows one. I urge you to try MSE at some point, even if you switch back.
If you still believe you are infected, tell us. I am currently taking a degree in Malware Removal, so I cannot help you, but there are other members who can.