Why have anivirus when it lets through viruses?

Norton techs recently told me that if I click on a music file or movie clip, etc, then I'm giving permisiion for that file or clip to download to my PC...along with any viruses that may be hidden in the file.

 

Now hang on a tick...aren't these antivirus programmes supposed to detect and block these viruses? If they are going to let virusesthrough then why bother paying for these antivirus programmes that don't do what we all thought they were meant to do?

 

Does anyone have an answer to this?

 

I asked the tech "Well how do I know if the thing I'm about to click on is infected?" His reply was "When you pay for us to detect and delete any viruses we will tell you how to check."

 

Does anyone know how to do this?