If you have already been infected, you need to do more than just install the patch.

These are instructions I've picked up elsewhere. I can't guarantee that they will work. I have not tested this. There may be a program out there to automatically fix this.

1. Locate "msblast.exe" (Generally located at C:\winnt\system32\msblast.exe)
2. Delete it.
3. Go to Start->Run, and type "regedit"
4. Navigate through the tree to "HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\Cur rentVersion\Run" and find the key labelled "windows auto update", which should contain "msblast.exe". Right click it, and select "delete".
5. Install the security patch so you don't have to do this again.

Again, these are just instructions that I have heard elsewhere. I cannot guarantee their accuracy.

oh, and I imagine you'll need to reboot afterwards.