Update: It's not so much as the "AOL Radio." It's the hundreds of ads they give you. This
https://blog.avast.com/2010/02/18/ads-poisoning-–-jsprontexi/ is what got me. The night before, I got an unsolicited pop-up complaining about a "Bad PDF format". That's what installed the worm.
Since there's no way to get IE to ask before downloading PDFs, the only defence against this is to install "Foxit" as your PDF reader and set it to
not open PDF files in the browser. Now, the browser asks what to do before it downloads "applocation/pdf" MIME types (just like other types). If you're supprised by such a request, you know it's malicious and [Cancel].
Hope this saves someone.