We are talking here about the Sinowal Trojan that has infected computers without the owner knowing it by surrepticiously planting itself onto the computer while the owner is Web surfing in an attack dubbed a “drive-by download.” The malicious code is typically hidden on an unfamiliar Web site, often related to porn or gambling, but can also be found lurking on legitimate Web sites.

Source:
http://www.blogpirate.org/2008/10/31/1-trojan-steals-half-million-financial-accounts/

Tech details:
http://research.sunbelt-software.com/threatdisplay.aspx?name=Trojan-PSW.Win32.Sinowal&threatid=44467