And yes, I am glad I am not using IE nor Windows. The SANS Internet Storm Center reports that

…installs a new strain of Internet Explorer Malware [...] installs a Browser Help Object (BHO) that can capture login information before it is encrypted, and ‘watches for HTTPS (secure) access to URLs of several dozen banking and financial sites in multiple countries.

Slashdot | New IE Malware Captures Passwords Ahead Of SSL