Microsoft Security Essentials Fails

I replaced McAfee Antivirus years ago due to its insistence on billing me for services on computers long dead. The replacement - Microsoft Security Essentials - has now failed.

Microsoft Security Essentials - MSE - is a free anti-virus for the Windows Operating System. It protects against viruses in the mail, on floppy disks and flash drives, on web pages, and apparently protects against viruses that attack the operating system directly, looking for an unused port that's been left open.

They missed a spot. My computer is now a "funmoods" computer. It has been invaded  by malware. I ran a full MSE scan against the computer, including all drives. It did not find "funmoods".

Until I get "funmoods" removed for sure, I should not use this machine for online banking or buying.

Immediate recourse: I bought a magazine with a DVD with the Ubuntu 12.10 operating system on it. Ubuntu is a Linux system, so it will be free from bugs naturally. I plan to reserve - partition - a separate space on the hard drive for this operating system. When I start the computer, I should be able to choose between Ubuntu and Windows.

It looks like Malwarebytes is the most recommended anti-"funmoods" program. Microsoft only gives hints on how to remove it - some of which don't work!  But perhaps that's because these suggestions come from users.

One wonders why Microsoft, in all its might and grandeur, cannot defeat such a simple little invader.

In one response, Microsoft instructs users to download and use the "Microsoft Security Scanner". When I follow the link to the page, though, the software's name is "Microsoft Safety Scanner".  This dual naming is so utterly unprofessional that I doubt that it comes from Microsoft. I think my computer is trying to spoof me, overlaying something else onto the web page. Time for Malwarebytes.
.....

Malwarebytes worked. It found 58 objects, about 53 of which were "funmoods" related. And it deleted them.  Bingo.

Why on earth Microsoft Security Essentials cannot do the same is a mystery.  Why should the Windows operating system maker's own protection device fail so publicly on something so simple? One commenter thinks that MSE leaves back doors open so that the US government can intrude at will. "Funmoods" found out about the back doors. But MSE still has to leave them open - they can't shut the government out. So they blithely let users put messages up about how to repair the damage, but they themselves do nothing to keep the damage from happening.

Does anyone have a better theory?