Summary
Agent.BKY is a worm and a trojan-downloader. It infects .HTML, .PHP and some other files with a small script that points to a website, hosting a file with the recently discovered (March/April 2007) ANI exploit.
The worm also spreads to remote and removable drives, modifies the HOSTS file and downloads more malicious files onto an infected computer. This malware is similar to the worm that we detect as Worm:W32/Anito.A.