We've discussed recently the need for protection against "zero-hour" viruses transmitted by email. This is concerned with viruses which propagate very rapidly, before anti-virus vendors have had time to develop and distribute the necessary filters. Typically, there's a window of exposure of some 4 to 8 hours, during which a lot of damage can be caused.
It's obvious that zero-hour malware can be transmitted via other channels. Instant messaging is a natural, here. The Gabby or Allim-A IM worm that spread last week on AOL's IM network is a good example. In this case, Symantec, IMLogic, and AOL worked quickly to get out a signature update, so little damage was done. But the point is: zero-hour malware's not just a threat to email, but to other channels, too.