My sister had Sasser and some kind of "invisibleFTP" trojan and I found the same thing yesterday with AVG, that it would say you're infected but it wouldn't find it in a full system scan.
In XP for any virus removal, you need to disable system restore before you try to get rid of them, or it won't work most of the time. And it's always a good thing to do it in safe mode.
There are many that also have running processes in Task Manager. So you have to do it in a certain order to get rid of them (stop the process first, delete the registry entry that runs the process, delete the files that are installed, etc.).
Depending on the virus/worm/trojan, there may already be a removal tool available from Norton. Even though I exclusively use AVG, I'll still use the removal tools and information found on Norton's site.
http://securityresponse.symantec.com/avcenter/tools.list.html
You should also make sure you have all your MS patches, that your antivirus definitions are up to date, your passwords on your computer are secure and your firewall is running. My sister did none of those things, which is why she got the virus in the first place.
Even with all that, you can still get viruses. But I am diligent with all of it, I use AVG, and I've never had a virus on my home computer. *knock on wood