Yes, almost every person who is computer-literate has run into a problem with an antivirus. It could be a simple false positive (a safe file detected as malware), or a larger problem of preventing Windows from booting correctly.
But there is a big problem with antiviruses in general: most rely heavily on blacklisting. Yes, this technique was useful, and still can be, but tons of malware is created each day. No matter how they score on tests, these antiviruses can't catch everything.
Think of this example:
At the door of a rich person's house, guards check everyone against a known list of "bad guys". These guards are posted all around the house, and inside it too. They memorize the blacklisted faces, and look around to see if they recognize any.
First, let me say that this isn't a perfect example. But it can give you the picture: what if a new baddie comes along? What if someone disguises himself? What if someone can sneak around these guards?
That's why some security companies are trying to add other features to their antivirus, to patch up this "hole".
But some programs, like Microsoft Security Essentials, still just use a signature-based technique (not to say that this product is bad, it just shouldn't be your only protection).
So what should you do about this?
First, I have found that this security setup will protect you from quite a lot. Comodo Internet Security (CIS) plays an important part in it. This program is free (you can pay for it, but that just includes more products; CIS itself is the same in both versions) and has not only a fair antivirus, but an award-winning firewall and HIPS. A HIPS stands for Host-based Intrusion Prevention System. To boil it down, a HIPS will alert you to suspicious actions made by programs. This is the most crucial part of CIS.
You might think, "Wait a minute. So I am going to have to answer alerts about what programs are doing? But I just learned how to email! I can't do this." Correct, for a normal HIPS: usually only advanced users can use them effectively. But CIS is different. First, the default mode is set up so only very significant alerts are shown. And even better, Comodo has a large whitelist and digital signature database. If, after all this, you get an alert, there is a feature called "ThreatCast" which shows you what others have done. Comodo calls this "default deny".
(Disclaimer: I have used CIS for about two years, and I still don't know how it all works. Only that I haven't seen anyone, who kept the default settings and followed the advice provided, get infected. Though this is for the newer versions.)
But wait...there is another application you can use. GeSWall is a cross between a HIPS, and an isolator, like Sandboxie. The free version is okay to use, but the professional version has premade signatures and settings for even more security. Both versions are great "set-it-and-forgot-it" applications.
Use these two and they work nicely together, insuring that you can enjoy your computer safely.