What to do when first infected
The first you should do when infected with a Virus or Worm is to disconnect from any network you might be connected to, to avoid more demage on other computers and your own.
The next step is to get a collection of tools to clean the system. Use another computer to find this, and record it on a CD or copy it to a USB stick. You should get a decent AntiVirus package, a spyware remover, and a decent firewall
You should back up as much data as possible in order to not destroy files in the process and in the case you decide to reinstall the Operating System instead of trying to clean it.
Please, send questions if you have any, or if you feel something is missing on this website.
Always note that you should keep the system up to date at all times. The average Windows computer is infected after 33 minutes of internet connectivity.