This is the SASSER worm, and it propogates by exploiting a Windows service that listens on port 445. If you've got port 445 on your machine open to the Internet, the worm can get in without your knowledge.
Patches are available from Microsoft, via their Windows Update service.
Check what ports are open on your machine by using the handy "Shields Up!" online tool at: https://grc.com/
... choose the 'Common Ports' scan. The site also has useful advice and links.