To test your anti virus program has not been compromised, save the following text as anything.com. Run your AV, it should find an EICAR virus.
X5O!P%@AP[4\PZX54(P^)7CC)7}$EICAR-STANDARD-ANTIVIRUS-TEST-FILE!$H+H*
This test string is a way to test to see if an anti virus program is not working. It was created by the anti-virus industry as a standardised test and should not be taken to be an effective measurement of your anti viruses ability.
The whole point of the EICAR test is to see if an anti-virus program has been infected. If the anti-virus program doesn't detect the string, then there is a chance a virus has done something nasty to it. This was only meant as an internal test for developers though, not for end users. Also, this doesn’t mean that your system is free of viruses. Just that your AV is working to the best of it capabilities.
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The above was lifted from another site. I've tested it with AVG, it was detected.