Boot into Safe Mode and start your registry editor:
Start / Run / regedit

Navigate to:
HKEY_LOCAL_MACHINE
+Software
+Microsoft
+Windows
+CurrentVersion
+Run

In the right-hand pane, look for any entry/ies that include
MSBLAST.EXE, PENIS32.EXE or TEEKIDS.EXE and
DELETE it/them.
These are the files associated with the different variants:
Variant A - msblast.exe
Variant B - penis32.exe
Variant C - teekids.exe

You just disabled the worm from running at startup, so boot into
normal mode again, and turn off ALL system restores to purge
your system.

Open Windows Explorer to the ..\Windows\System32\ or
…\WinNT\System32\ folder and DELETE *any* of the
files named above.

Next, go to the ..\Windows\Prefetch\ or ..\WinNT\Prefetch\
and find the reference to the above file/s (any reference will
be similar to: <filename.exe>-<alphanumerics>.PF), for example,
msblast.exe-0235D8H6.pf, and DELETE it/them.

Now you can download and install the patch, configure your
firewall and update your virus scanner.