At least with some anti-virus programs the problem is that they check each file you try to access before you access it... this is normally a reasonably good thing. When you want to scan every file on your PC quickly, it means you do twice the job for little discernable benefit, and can get unpleasant conflicts if both find something.
Malwarebytes' anti-malware thingy is VERY good, so I recommend getting it, but disable anti-virus realtime scanning while you run it, and then enable it again when you're done.
