If it is working properly it should alert you as soon as you click the link to download it,as well as finding the file that you put somewhere on your pc.Try from this site and see what happens click here
AVG is not 'pants' nor is Avast. The fact that they didn't detect the file in this particular 'test' means nothing. I use NOD32 which has a very good detect rate and it didn't find it. I suspect that the test is geared towards you using Panda.
Don't worry. Both AVG and Avast are good anti-virus programs.
avg and avast are both decent programs ! it helps if you havent got any viruses on your computer before you install ! and any anti-virus software should be backed up by a firewall ! i use avast proffesional ! and it has found everything i have ever had ! it even picks up viruses that mcafee and norton dont pick up !
EICAR is just a text file, that has been agreed upon as a file to test the response mechanisms of AV programs. (It's not a virus BTW).
AV suppliers accepted that they would detect this pattern and report a virus, so that you could:-
Check your AV program is actually operating
Check how to handle virus detections before you get a real one (and sit there wondering what should be done) - in other words you can safely practice with it.
It's entirely possible that if you use this pattern in ways unforeseen by the originators or the AV suppliers, they will fail to respond to it (it's not a virus, so why should they?).
So my take on this particular use of it is that it's a bit of a "set-up" to make you think your AV is not responding correctly.
All half-decent AV programs detect virtually all known viruses. Some are better than others (some are very poor in fact) at detecting unknown viruses that have not yet been incorporated into the virus signature lists.