One of the most prevalent threats we are currently seeing in a lot of countries is SypEye. The Microsoft Malware Protection Center just published a report providing an overview of the malware:
This Microsoft Malware Protection Center (MMPC) Threat Report provides an overview of the Win32/EyeStye (a.k.a. SpyEye) family of malware. The report examines the background and functionality of EyeStye, the bot’s architecture and distribution infrastructure, potential attack scenarios, and the user infection experience. It provides telemetry data for 2011 and the first quarter of 2012. This report also discusses how Microsoft anti malware products and services detect EyeStye and remove it.
Might be interesting for you to read.