If you're running a MS SQL database you should perform the following immediately:
(1) block traffic to port 1433 tcp at your perimeter.
(2) ensure all Microsoft SQL servers are patched and a password is setup for the SA account.
(3) enable syskey
(4) block all email to [email protected]

More information can be found here:
http://www.incidents.org/diary/diary.php?id=156

Thanks

God, another one...

"and a password is setup for the SA account"

The part that is most worrying about this. I can't tell you how many MySQL installations I've touched lately that had no rot password. I guess MS SQL is the same. You'd think their snazzy installer would make you set an SA password befoer it finished.

SQL 2000 has a checkbox that you have to click to be able to leave the sa password blank, and some people still do it.