Virus, Trojan, Worm?

Common users mostly refer to any malicious computer program as a "virus". But it is important to know the difference between those three.

Why? Because they operate differently and are designed for different goals, so if you get infected by one of you can prepare your self for the possible outcome.

Virus
Spreads by running infected files and infecting other files. Look here for a list of potentially dangerous file types. Damage type can range from flashing BIOS, thrashing hard disk data to pranks and jokes. In all cases it can cause problems to the user other than intended ones (for example when i was infected with jeffo virus, winamp would spit out error every time i closed it)

Trojan
You can usually get these with cracks and other warez. They appear as legitimate executables (doing what user expects them to do) but often come with hidden payload which can range from opening a backdoor to your computer (thus compromising security), downloading viruses, or logging keys you press and sending these logs to the malicious user (imagine sending all passwords you type, or worse - credit card numbers). They are usually easy to remove manually (by simply deleting them) as they do not infect other files, but they are hard to be identified as malicious because they look so innocent.

Worms
These usually target networks and network traffic, they are also used as a tools in preforming DoS attacks. In a majority of cases they leave user files intact but there are exceptions to this rule. They usually aren't targeted against average home users, but they are used to gain control of such systems and in turn use them to preform various attacks against some bigger targets. Worms spread by using security holes in computer systems (so you don't even need to run infected file as you can get them by simply visiting malicious website) and usually require no action from user to make them run.

Conclusion: if you have critical files on your hard drive try your best to avoid viruses, if you have data on your hard drive which needs to be confidential, or you often pay with credit card online stay away from trojans. Worms are harder to avoid always have a firewall running (or some other form of protection such as NAT) and update your software to minimize security holes.