Here follows an email from our "Network Security Officer":
Quote Originally Posted by NSO
Hi ***,

Please remove this PC (***) from the network because it is infected with the conficker worm.

I have also disabled this user's VPN access because I see this is a laptop, and it could therefore attack the network via VPN as well.

Regards,

P.S. please arrange for your PC to be disinfected and patched for MS08-067 and for anti-virus to be loaded before it can be allowed back on the network and before your VPN user can be re-enabled
I downloaded a detection tool from McAfee and it also said that the machine was infected, so I downloaded a Removal Tool, rebooted the machine (what seems a hundred times) and ran the detection tool again. Voiala! It's gone!

Who needs IT when you can do things yourself!