I was infected by the Blaster worm when I had to repair my XP installation (reverts to pre-SP1). I had literally been connected for a few seconds trying to download the patches when the fecker got me. A handy tip to stop the PC from shutting down and giving you time to download the patches etc:
Go to Start | Run and enter cmd
When the command prompt window opens, enter shutdown -a . This will stop the PC from shutting down - you have to be pretty quick though!