If your malware had evaded detection by all those scanners, then that would suggest you had a new (and previously undetected) variant. The problem (and key limitation) for any AV scanner is that there are a variety of ways to modify malware (hexing, compression, encryption, code modification) so that it escapes detection. So if someone decides to target you individually with custom modified malware, you should expect your AV to fail, which is where safe hex (not opening attachments from unsolicited email, not running code from questionable websites, etc) and proactive measures (software firewalls, process/registry/hook monitoring software) come into play. As for MS support, given that they had no access to your system, their response seems entirely appropriate. It is one thing to spend half-an-hour on a forum like this, composing a post with appropriately researched links - quite another to provide a response by phone or online chat where you only have a minute or so to offer a reply and no easy way to judge the technical competence of the person seeking help. Add to that the possibility of legal action for inappropriate advice ("I tried this boot CD and it wiped my computer - I'LL SUE!") and the recommendation given makes even better sense (push the problem elsewhere...). For "Ted" to have been able to provide the answer requested, he would have needed - at the bare minimum - system access to check that MSE was appropriately configured and up-to-date and a copy of the malware in question so that he (or, more likely, a dedicated malware analyst) could see how it escaped detection.
