Please everyone, patch your machine! Turn on the auto updating that all recent versions of windows have and APPLY THE PATCHES! The recent attacks such as MSBlaster and SQL Slammer are not an issue if 

  1.  You've applied the patches (the blaster patch has been aroung since March!)
  2. You have a decent firewall installed - if you're on the internet (especially if you're permanantly connected with ADSL /  Cable) you have to install a decent firewall - Zonealarm is free and easy to use, install it, use it! In preference though, install a NATing router...
  3. Install a virus checker and update it regularly - they're wither cheap or free nowadays, they almost all have an auto update function and they catch pretty much all nastiness...I recommend Norton Antivirus

Do all this and you will very rearely be affected by all this nastiness - more imp;ortantly, with all these peer-to-peer worms around, you won't infect me!