Here is a list of the Sony and EMI CD that contain the XCP software

Here is a list of the Sony and EMI CD that contain the XCP software.
If you have played one of these CD on your PC then you are infected.
http://cp.sonybmg.com/xcp/english/titles.html

BACKGROUND FOR THOSE WHO CAME IN LATE:

The "XCP" copy protection on certain Sony music CD installs rootkit
software to hide the copy protection software from the computer owner.

This problem only affects Microsoft Windows computers. Apple Mac
users are safe from this particular flaw.

That Sony rootkit is now being used by virus authors to hide their
viruses from antivirus software. There is a background article on it
at
http://www.theregister.co.uk/2005/11/01/sony_rootkit_drm/

Un-installing the XCP software by simply deleting the files will cause
your CD drive to stop working. There is a very technical explanation
at
http://www.sysinternals.com/blog/2005/10/sony-rootkits-and-digital-rights.html

Sony provides an un-install utility. However, the un-install has a
bug in it that causes it to install another security flaw (in ActiveX)
that has already been exploited by malicious hackers.
See info at
http://www.theregister.co.uk/2005/11/17/sony_drm_uninstaller_peril/

Information on XCP hiding viruses is at
http://news.yahoo.com/s/nm/20051110/wr_nm/sony_hack_dc

There are complicated manual removal procedures at
http://club.cdfreaks.com/showthread.php?t=151461
and
http://www.boycott-riaa.com/article/18565
but I haven't tried them and I don't know if they will work. You may
need the Rootkit Revealer software from the nice people at
Sysinternals just to find the files so you can delete them.
http://www.sysinternals.com/utilities/rootkitrevealer.html

There are instructions for patching the security hole that the Sony
un-installer creates at
http://www.f-secure.com/weblog/archives/archive-112005.html#00000709
and
http://www.freedom-to-tinker.com/?p=927

If you are infected then you can go to Google and search for
xcp class action lawsuit