- Are you running Microsoft Windows 2000 or XP?
- Are you not completely up-to-date with the latest patches?
- Are you connected to the Internet?
If you just answered 'yes' to all of the above, chances are you're already fucked.
- The relevant Microsoft advisory
- Symantec early analysis of the worm.
- SANS Internet Storm Center summary of the worm with more useful links.
- ISS X-Force have an advisory containing instructions on how to remove the worm.
To be fair, you should also add:
* Are you not running a properly configured firewall?