CIS - Antivirus failed?

Hello,
I use latest version of CIS 3.5. My last scan(scheduled scan) showed me 3 infections - TrojWare.Win32.Hacktool.Prockill. I thought that its false detection. But my SpywareTerminator detected next problem Backdoor.Generic 122602. Its something wrong. :o
Why CIS Antivirus hasnt alert at the moment when TrojWare was installed to the PC?
I think…firewall isnt problem because I used CFP 3 with Avast 4.8 since January and I hasnt problem with spyware or viruses.
How can I do make my computer safety?
Thank you for answer

After install Avast 4.8 (without CAV) detected next 6 viruses 2x Win32 Trojan-gen, Win32 adware gen (ad. software), Win32 LdPinch-Eu and Eicar - test file.

No computer security software can offer 100% protection.

If you used CIS 3.5, was it updated (I mean virus database)
Was Defense + ON?
I think when malware tried to install, Defense + should be warned you.

Are you sure that malware did not exist after you installed Comodo?