Why do you have UAC disabled? MSE supposed to be used with UAC in order to have complete protection.
Which version of Internet Explorer are using, it looks like an older version.
Why is Smart Screen Filter not enabled? that is a part of Microsoft's security feature.
Did you verify all the samples used are still active within 90 days and are widespread? If not MSE will not detect old malware samples with no reports of infection within the last 90 days because Microsoft wipes old malware data. MSE doesn't detect rare and malware samples not widespread that most users will never come in contact with.
MSE is an excellent product the majority of my customers use it and rarely get infections, if any at all.
Thanks.