ESS doesn't find Vundo virus

Yesterday one of my customers computers got infected with a version of the Vundo virus/SPyware.

He was running on a fully updated ESS. When I installed Sophos or AVG and updated both (not running both at the same time) they did find the virus and where manage to remove this.

I have read the article about Vundo Virtomundo but should ESET block this crap thing. Side note is that the virus is removed by AVG but that still some things can't be done like setting a new background or something like that the aply button doesn't work anymore and more of those strange things.

ESS as the Normal NOD32 have a spyware module installed but the number of spyware that is not cleaned. You always have to use a spyware cleaner such as superantispyware or spybot to remove the spyware. How does this work with ESET products?