just a quick update...
After uninstalling Eset, I've installed Kaspersky free.
To test its protection, I tried running this 'Anti keylogger tester' and guess what, Kaspersky failed to detect all the tests.
It detected spyshelter's security test tool though.
Also, it detected all the security threats available here.
Now I will do all these tests with the Windows Defender and see how it performs.
Not sure what was the testing methodology used, but Anti keylogger tester (if that's the one you mean in the link) isn't malware, and if Kaspersky failed to detect it as one, then it is right. If any other antivirus flags it as virus/malware, then it's a false positive.