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Over the last decades, there were lots of studies made on malware and their countermeasures. The most recent reports emphasize that the invention of malicious software is rapidly increasing. Moreover, the intensive use of networks and Internet increases the ability of the spreading and the effectiveness of this kind of software. On the other hand, researchers and manufacturers making great efforts to produce anti-malware systems with effective detection methods for better protection on computers. In this paper, a detailed review has been conducted on the current situation of malware infection and the work done to improve anti-malware or malware detection systems. Thus, it provides an up-to-date comparative reference for developers of malware detection systems.