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If you have been infected, don’t defenestate yourself or your computer: it doesn’t seem as if the worm actually erases data but it still could be a serious nuisance, and all evidence of it should be expunged as soon as you can. The best way may be to use Symantec’s specially devised tool, which you can download for free from here. Then update your version of Windows, and update your anti-virus. Oh, and install a firewall. I recommend Zone Labs’s Zone Alarm (yes, there’s a free version, and Zone Labs say their products have thwarted the Blaster demon).
Some other links:
Microsoft on the matter (not particularly helpful)
Discussion about anti-virus manufacturers’ ‘slow’ reaction to the worm
The Sophos alternative instructions for removing the worm