Sometimes AV's dont do the trick because the program that steals your account isn't really a virus...
You can look at it that way if you want, but some programs send data to their server with your Login Information, (I've only known of this being done with a proxy though..).
Anyways, if your really worried, just run a packet sniffer (

) on the program you downloaded and see what it's up to.
AV's work fine with some programs, just depends who coded it