My first and last infection was when I downloaded and installed a fake AV. I was still naive that time, you know. I only noticed that my laptop was infected because I couldn't click and go anywhere except the screen of the fake AV. I had Avast installed that time, but Avast was silent. But it was weird because Avast detected and deleted it when I ran a boot-time scan.
This reminds me of my first and last big infection - delightful rogue Antivirus 2009. It managed to squeeze its way through somehow and stay unnoticed by (to be honest, who knows when last time updated) Bitdefender and ZoneAlarm. I had almost zero knowledge on malware or security at the time and all my efforts to make my AV do something against this nasty bugger were useless. Luckily, Malwarebytes saved the day and made my PC usable again.