To 'prevent' it, (this only applies to Internet explorer, other browsers are same as ever):
Tools >> Internet Options >> Security Tab >> Set security levels to "High".
There are other steps for beefing up your security against this threat, but they are complicated. Microsoft explain them in their original article here http://www.microsoft.com/technet/security/advisory/961051.mspx (under "Faq")
This applies to any site, and any site "may" be infected, even if it's one you regularly use (even here could potentially be!). There will be a patch soon, but better safe then sorry until then.
