There are now reports of the Dasher B worm being found in the wild, after a previous version ended up being quite a dud due to bogus code. The revised worm targets a vulnerability in Windows machines, particularly Windows 2000, and goes so far as to install a keylogger on the machine as well as render it vulnerable to remote control, making it a serious threat to consider. According to some, the provided fix may have had some difficulty in original deployment:

"The worry is that the problems with the patch may have prevented it from being successfully rolled out onto some vulnerable computers," said Graham Cluley, senior technology consultant at anti-virus firm Sophos.
The patch to address this exploit is already available, and has been for several months now, which is another good reason to always keep your machine up to date with security fixes. If you are utilizing automatic updates you should already have the patch in place, though it's still good to check.