If you have concerns you should talk to a medical professional or check out the Terrance Higgins trust website for example (also the NHS choices website (UK health system) will give you information. However here is some information. I'm not a medical professional though so although I believe it to be accurate don't take my word as law.
There are several types of HIV tests. A group of tests that use ELISA for example. These are the tests that are carried out in pretty much every HIV testing facility. An HIV ELISA tests for antibodies - these are produced by your body in response to the virus and are important for fighting infection. First to third generation ELISA detects the antibodies produced by your body if you get HIV.
There is a test (fourth generation ELISA) for antibodies and antigens (antigens are part of the virus that your body reacts to in the case of the test it's part of the outer shell of the virus and is called p24) and this is used in some modern testing facilities but you will have to ask what type of test is run. Also the p24 antigen tested for is present on HIV-1 (which is the most common HIV subtype outside of some parts of africa).
The final type of test is a viral load test: this actually tests the load - or amount of virus - per volume of blood. A viral load test is only typically carried out after an antibody test (and subsequent confirmatory tests (such as a western blot - this is carried out routinely if an antibody test is unclear or positive) has been carried out that show someone is infected with HIV). Basically, you don't need to consider this test because it is only normally carried out after a positive result.
Modern HIV tests, such as the antibody and antigen test, cut the window period (typically quoted as three months) down to 30 to 45 days because they detect part of the virus as well - not just your body's response to it - however the three month period exists for the reason that everyone responds slightly differently to the virus and some people may not produce antibodies until up to and (and a very, very small percentage) beyond three months.
So, in conclusion if someone had an HIV test for antibodies and antigens after a month to six weeks it's a good indication that they haven't got HIV but for the reasons above it's not entirely certain (including, importantly, as MisterSlave mentions: how often and with how many people your partner is sexually active with) and so you should, as always, practice safe sex and perhaps more importantly, common sense.
Also, mirroring the commenter above, there is a lot of other stuff out there and it's important not to worry, be embarrassed, or ashamed of going to get tested for STDs. It's important for yourself (for your health and your peace of mind) and for everyone else that we're all responsible about these things.