Here is some information on a new threat for you. Many of the customers I have talked to, particularly in the finance industry, have been very concerned about a threat called Zbot (a.k.a. Zeus). Win32/Zbot can be used for a variety of illicit purposes including sending spam email messages, executing distributed denial-of-service (DDoS) attacks, and distributing malware. However, its primary purpose, and the one for which it was specifically developed, is to steal financial information from infected computers. The Microsoft Malware Protection Center (MMPC) has released a special edition of the Microsoft Security Intelligence Report (SIR) called Battling the Zbot Threat to bring you up to speed on this threat and the work that the MMPC has been doing to fight it.
(copy from Microsoft Security Newsletter but crossed posted due to relevancy)
Get the report here