You don't understand - you don't have to be infected with ANYTHING. Your machine is scanned and found to be vulnerable. A rogue file is downloaded to your machine - really a tftp server riding on the back of a legitimate Windows file. This happens WITHOUT any beastie being on your machine prior to the scan. Every time you connect to the net you'll be rescanned. Until you fix the root problem you'll never be able to get back on the net.
Did you install service pack 1a? Not 1, 1a. You can't install it over the net, you have to DOWNLOAD the entire thing and install it locally with the net cable unplugged.
(Can you imagine the numbers of machines with the same problem and their owners completely unaware? The net is a cesspool, and Windows is a scandal.)