Even if your PC is protected by an antivirus, Microsoft recommends you to regularly use Microsoft Windows Malicious Software Removal Tool to detect suspicious behavior even of dangerous software.
The version 4.0 of Microsoft Malicious Software Removal Tool added specific signatures of Bamital malware, aka Win32/Bamital, that infects winlogon.dat or explorer.dat files, and is manifested by unauthorized attempting to connect to different servers. Also KB890830 is including Sasser'a and Mydoom's specific signatures.
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Microsoft Windows Malicious Software Removal Tool