@Lews: As Goldy said, these particular nasties use a vulnerability in the MS operating system. But Microsoft released a patch for this in March 2003, and another patch in July 2003. The message is: [color:"orange"] run Windows Update regularly, and be sure to install all critical updates![/color]
And don't forget good anti-virus software for all the other nasties out there, with Ad-Aware and/or SpyBot S&D for backup!