Dave Aitel, a researcher at Immunity, said his exploits are capable of launching attacks against firewall-protected Windows XP SP2. "A worm is coming. This bug is just too easy to exploit," Aitel said in an interview with eWEEK.
I also want to point out that the Department of Homeland Security (sorry, no link) has issued a statement asking all Windows users to patch, which is both unprecedented and sort of strange. Do we really need a government agency telling us to patch our computers? We shouldn't.
(but of course, the "we" that is reading this probably doesn't need that advice.)