Make sure you are running a FIREWALL.The windows firewall is not sufficient to protect your system. It doesn't monitor outgoing traffic and this is a must. Please read this article 'Safe Computing Practices'. So how did I get infected in the first place.
Preventing Infections in the Future
Please also have a look at the following links, giving some advice and Tips to protect yourself against malware and reduce the potential for re-infection:
Avoid gaming sites, underground web pages, pirated software sites, and peer-to-peer (P2P) file sharing programs. They are a security risk which can make your computer susceptible to asmörgåsbord of malware infections, remote attacks, exposure of personal information, and identity theft. Many malicious worms and Trojans spread across P2P file sharing networks, gaming and underground sites. Users visiting such pages may see innocuous-looking banner ads containing code which can trigger pop-up ads and Flash ads that install viruses, Trojans and spyware. Ads are a target for hackers because they offer a stealthy way to distribute malware to a wide range of Internet users. The best way to reduce the risk of infection is to avoid these types of web sites and not use any P2P applications. Read P2P Software User Advisories and Risks of File-Sharing Technology.
Update Non-Microsoft Programs
It is also a good idea to check for the latest versions of commonly installed applications that are regularly patched to fix vulnerabilities. You can check these by visiting Secunia Software Inspector and Calendar of Updates.