It's not just the case. A better antivirus software has heuristic protection in it which automatically detects suspicious activity and control it even if its virus database has no information or solution available for that suspicious behaviour. So, use good antivirus, and update it regularly or just put it automatic update mode.
This is the list of famous antivirus programs which I have used and their ranks in my good books:
1- Norton Internet Security 2011
2- Avira AntiVir Personal - Free Antivirus 12.0
3- Kaspersky Internet Security 2012
4- BitDefender Internet Security 2012