Just be careful what you download, and don't open spam mail.
This type of Viruses is not new. It just has been refined for the last few years.
They are commonly embedded in adds that are placed in normal everyday sites. I got one a number of months ago when using Fire Fox so the typical use FF or Opera instead of IE does not come into play. Any browser will leave you exposed you only need to visit the page at the same time the infected add gets displayed. A few years ago I was exposed to two of them one from the local news paper and one from MySpace. No I did not have a MySpace account. I let one of my coworkers wife use my laptop to check her MySpace account and that is how it got attacked.
They are pretty easy attacks to recover from provided you responded correctly when they attacked you. The number one first thing to do is disconnect from the internet by pulling the network cable. This simple action stops them from downloading any additional software and installing it on your system.
The next thing to do is do not click anything to shut it off. Clicking OK and Cancel have the same affect of confirming the installation of the software to your system. To kill the process open the task manager and look for strangely named process and kill them. Of course this should mean you understand what is running on your PC normally. You should look from time to time.
Next delete all temp files, cookies and your java cache
Now run Malware bytes and it should clean it out.
The last one I got changed the settings in IE to access the internet by a proxy. The proxy was part of the program its self. You may need to go to the settings in IE and change it back to the normal settings. On the connections tab look at the LAN Settings. it will be set to 127.0.0.1 and some strange port number. Remove the check box from Proxy server and check the box Automatically detect settings. Remember that FF at default uses the system proxy settings which are set in IE Options so FF will not fuction until you fix the IE Settings.
You should be able to safely connect to the internet to get updates to your anti virus and start running scans.
You can also use
http://www.f-secure.com/en_EMEA-Labs/security-threats/tools/online-scanner
to scan your PC to make sure you are clean. (Thanks Ickie for that one)
You may want to run malware bytes in safe mode but if you followed this format you did not get a very bad infection or you may not have been infected at all.