Computer Virus

Anyone heard about that worm thats going around. I hear it's a big problem and a lot of computers have it. I guess it's dorment and just waiting for instructions. I seen the story on 60 minutes and it is kinda scarry. The hackers are people in Russia and they can access all your private info with your passwords. Several people have had their bank accounts raided.
What kind of protections do you have? The anti virus program and firewall arn't stoping it.