This is nasty stuff. My husband got infected a month or two ago (read the LONG story here: http://cybertext.wordpress.com/2008/07/15/this-is-not-funny/). We had to reformat the hard drive and reinstall everything. Since then, I've had two narrow escapes on my own PC. Both times I got a popup message similar to the one Jesper talks about. Each time the popup closed Firefox immediately. I shut down the computer WITHOUT clicking ANYWHERE on the popup (it seems that may activate it - even if you click the close [X] button).

Only my husband's experience (my experience really, as it was four lost days for me trying to fix it) prevented me from getting the same malware as I was able to recognise the popup. In both cases I clicked on an innocent looking link, not an ad - one in Google, one in cuil.com, and the effect was immediate.

This is nasty stuff, and can strike anywhere. I'm REALLY hesitant about clicking links to sites I don't already know now. And I now run SpyBot regularly.