just use winXPs auto update system and download the patch. the only reason so many people were infected with this worm was because they didnt update when microsoft discovered the problem back in april. and as far as the worm 'attaching' when you log on the internet...thats a bit uneducated.
you must download a virus via email or some other source and run it for your computer to be infected. as long as you stay up to date with current patch releases and are careful about what you open, you should have no problem. but just in case you are still overly worried you can go to:http://www.symantec.com
for tools and instructions on how to detect and remove virii/worms.
Edit: just to be a little more clear... 'most' virii you have to download and run. the blaster worm actually pings random ips in sequential order checking the systems on those ip strings for the potential weakness. upon finding a system that is not updated it will duplicate itself on that machine and the rest you know. just update and youll be fine!