What you call an 'AntiVirus' is a processor-feature called 'NX'(No execute), also known as 'Data Execution Prevention'(that's what Microsoft calls it) or 'Execute Disable' - AMD calls this 'Enhanced Virus Protection'(EVP).
In conjunction with Microsofts' Service Pack 2 for Windows XP, an Athlon 64/Athlon 64 FX/Opteron processor(they all support NX/EVP) can mark a certain part of the system memory(RAM) as 'non-executable' thus preventing any malicious code(e.g. a virus) from being run(=executed).
So like Ardrid pointed out, viruses of a certain type which exploit what is called a 'buffer-overflow' just won't 'work' on your system
More info here
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