Security vendor, Sophos, a has detected many samples of a new Trojan, called Troj/BagleDl-L, via its worldwide network of monitoring stations.

This Trojan appears deliberately to have been spammed out into many
countries, including Australia. Most of the email samples seen so far
include a ZIP attachment which, when opened, includes a program file
named "doc_01.exe" or "prs_03.exe", or some other innocuous sounding
name.

If the program inside the ZIP file is opened, the Trojan tries to
connect to one of a number of websites in order to download further
malicious code. At the time of writing, none of these websites appeared to contain anything malicious.

Additionally, Troj/BagleDl-L tries to stop various security applications such as anti-virus and firewall software, to rename files belonging to security applications (so they can no longer load), and to block access to a range of security-related websites by changing the Windows HOSTS file.

Despite the wide distribution of this malicious program, Sophos has
received very few reports of active infections in Australia. Also,
because this program is a Trojan, and not a virus, it cannot spread
further of its own accord.

Nevertheless, Sophos is advising customers to check that their
anti-virus is up-to-date. "Any Trojan which turns off your anti-virus or firewall can open you up to further attack, even by very old viruses," warns Paul Ducklin, Sophos's Sydney-based Head of Technology, Asia Pacific. "And remember: unsolicited email attachments are often interesting, but usually for all the wrong reasons. Don't open them. You are just playing into the hands of the bad guys."

More info on this Trojan can be found at:
http://www.sophos.com.au/virusinfo/analyses/troj/bagledll.html