I reiterate my comments to all of you out there.. and add some more general advice

Beware unknown website links, MSN spammed ones especially. Any message or popup you don't expect. Avoid ALL of those "you have won" rubbish on sites which even appear on ImageShack now. And that goes for the "You are infected" rubbish too. So many fake antivirus programs exist now, they can't even really detect viruses. They exist only to get you to put in that credit card number. If you don't click the site, you won't download the "AVInstall" or whatever, and you won't get infected in the first place. Don't get tricked into clicking things!

In fact so many websites are malicious, consider disabling Javascript (even Firefox users)

Keep Windows updated !

Good antivirus ! NOD32

Use online scanners ! Microsoft OneCare is actually one of the best AV engines in the world, for some malware it is THE best bar none.

http://onecare.live.com/site/en-au/default.htm

Free online scan with OneCare and also a full service scan will check for other problems.