vimfuego,
Like ogres and onions, security has layers. Gateway AV supplements, but does not replace desktop AV.
Desktop AV with the most common AV paradigm tends to be reactionary, it can't prevent you from downloading that infected executable, it just looks for it and removes it at a later time.
Gateway AV tends to be more precautionary, it can prevent that download from reaching your PC in the first place. But it can't do anything about a virus spread by thumb drive, which is the most common vector nowadays by my reckoning.
If I had 5 PCs and a small budget, I would focus more on policies that help limit issues, and pour more money into backups than AV. But I have a very scorched earth approach to questionable PCs, I have been accused of enjoying regular reformats.