No matter what any company say's it is absolutley IMPOSSIBLE to have 100% protection 100% of the time from virus' and malware. Just when you think you have it licked some computer nerd comes up with a new virus or finds a new problem to exploit. It is really a game between the programmers and the hackers and the hackers are generally better at it!
Pretty much every business with internet access has programs set to screen info coming in to them and going out but they still get hit. (I'm sure Mr. Sweepy is no exception.) Once this garabage gets into a program it can take a while to find it and then get rid of it. (The antivirus programers have to become aware of the new virus then create a solution and this takes time.) Meanwhile it gets sent on to thousands and continues to spread from there. The trojans are among the worse because they hide inside other programs (just like those tricky Greeks!) and can slip by the antivirus software undetected. Once on your computer they are activated and cause problems ranging from mildly annoying to catastrophic! Some are able to access your address book and send themselves to everyone in it and share the "love".
Spy-ware can be loaded on your computer and you won't even know it. The more mundane simply report your surfing habits back to the originator so they can figure out what to market to you. The bad ones can steal your personal info (whatever you have ever loaded in your computer: passwords, account numbers, SSN's, tax returns, etc.) and use it or sell it. Spyware is comparitvely easy to get rid of. Other then running and updating your malware program an important step is to frequently clean out your internet browser history and cookies.
All you can do is have a quality anti-virus/anti-malware program that is updated daily and running. It is also vital you have the firewall set to screen all incoming data.
Finally, don't blame Mr. Sweepy...they take appropriate precautions but again it is impossible to be 100% protected 100% of the time. We have to do our part and remain vigilent.