Uh, it’s a big thematic to you to be able to understand. They are varius of malware.
http://en.wikipedia.org/wiki/Malware

All malware are using so-called “security holes” in Windows OS to take advantage of some poorly / bad / large-scale written code in some legitimate application to launch their malicious code.

Windows trying to patch to them known security holes ( you know that as Windows Update) and thereby to prevent the known malware to spread in the future. Legitimate applications do the same thing. AV hunts dropers and malware sample or to be more precisely their binary code to create the signature for some malware variant.
Your malware is a variant of the worm. Worm is malicious program that spreads via network or via removable drives exploiting security holes in any operating system or legit program.
Certainly it has been manage to advantage some known or unknown security hole to us, or it was launched from the side of your hands to be executed. I don’t know how he did it.

Any malware must have some sort of trigger, something that will load malware itself. In most cases, the malware starts user (in this or other way) and they do not even aware of that.
For example: Are you aware when you install some toolbar? And you’ve did installed that toolbar, It did not come from 'heaven. :slight_smile:

Malware writers find a way to abuse an some action / operation. Windows & AV vendors seek to patch the hole and to add malware to signatures. Then malware authors write or improve their malware code to use another hole in some legit application or OS, and so on …

The purpose of malware is to exploit security hole in order to be installed without the user’s knowledge and executes a malicious act and trying to stay undetected by the side of user or security softwares. That is why the struggle between good and evil is eternal …