Moved to malware discussions.
No antivirus software in the world is going to stop everything out there. One must be careful and always keep one's system up to date and perhaps keep some extra software handy and updated just in case.
From what I read using a Google search ZEUS is a difficult one in that it mutates all the time.
Download a copy of the free version of THIS software and make sure you update it before running.
It is designed to detect the more unusual malware out there.
If one has undetected malware and can locate it on their hard drive I recommend submitting it for analysis and possible 'fix' by following the instructions HERE.
I see you have the 2009 software, it should be updating to 2010 hopefully soon.