To make sure this doesnt happen, you should protect yourself, I personally use Commodo as its Antivirus and Firewall in one
Firewall AntiVirus Software Free Download from Comodo
but NOD32 and Kaparsky seem to be good options too.
Make sure to update your definition file once a day and do a virus scan once a week.
You should treat your PC like your house, dont leave it unlocked, thats why there are a few things I use to secure my PC.
SpyBot Search & Destroy
Once you get infected you might want to let someone else look over your system, the best way to summarize what might be on there is using Hijackthis:
I also clean my PC on a regular basis using:
You can also use Combofix to make your PC work again, but take a close look at the link first before you do this.
I hope this helps a few people. Feel free to add your thoughts.