A computer worm is a self-replicating computer program. It uses a network to send copies of itself to other nodes (computers on the network) and it may do so without any user intervention. Unlike a virus, it does not need to attach itself to an existing program. Worms almost always cause at least some harm to the network, if only by consuming bandwidth, whereas viruses almost always corrupt or devour files on a targeted computer.

Should I be worried about the conficker worm?  If you have all the windows updates and an up to date antivirus program you should be fine.