First, it's not something that you got from having automatic updates on. That only connects to the Microsoft servers for their updates. That's it.
To be honest, it takes less than a minute (in fact, about 20 seconds) for an unprotected (un-firewalled, no antivirus) system to get a worm/trojan/virus after being connected to the Internet. Always be sure that you have a firewall and an antivirus installed PRIOR to connecting to the Internet, especially on a new system.
Here are a few tools that I use:
This will let you see what is in ALL of the startup areas on your computer. You simply uncheck what you dont want to start. Very handy.
Installs into the Control Panel as "Startup".
Great tool for finding and removing spyware/malware/adware.
The antivirus that I use and recommend.
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