There are many ways to get infected with a virus on Windows. Sometimes it's just as simple as viewing a webpage (fairly rare, only when there's an unpatched exploit). More often, it's in malicious PDFs or EXEs.
Running an up-to-date anti-virus still isn't going to give you 100% protection. A customer of mine recently was infected by a virus while running an up-to-date McAfee, because the virus was released before the virus definitions were updated to catch it. In the two days before McAfee updated their definitions, my customer got the virus.
There's not much reason to check if you're infected unless you suspect you are. With Conficker and DNS Changer, for example, there are symptoms of the virus. DNS Changer would reroute your search results to their own search page. The best thing to do is keep a running AV up to date, do some research on any exe you're about to run (is the distributor reputable?) and watch for sudden signs of slowness, instability, or any modifications to how your system normally behaves. If you notice changes, there are forums where people can tell you how to clean the infection. HijackThis! is a popular analytical tool (but don't change anything using it without posting it on the forums first).
Running an up-to-date anti-virus still isn't going to give you 100% protection. A customer of mine recently was infected by a virus while running an up-to-date McAfee, because the virus was released before the virus definitions were updated to catch it. In the two days before McAfee updated their definitions, my customer got the virus.
There's not much reason to check if you're infected unless you suspect you are. With Conficker and DNS Changer, for example, there are symptoms of the virus. DNS Changer would reroute your search results to their own search page. The best thing to do is keep a running AV up to date, do some research on any exe you're about to run (is the distributor reputable?) and watch for sudden signs of slowness, instability, or any modifications to how your system normally behaves. If you notice changes, there are forums where people can tell you how to clean the infection. HijackThis! is a popular analytical tool (but don't change anything using it without posting it on the forums first).
http://hjt-data.trendmicro.com/hjt/analyzethis/index.php