Here is some info on how we can get infected and why it is not always your fault when you went to the the infected website.
Follow these two links to get an better idea as to what is going on.
http://www.eweek.com/c/a/Security/LizaMoon-Mass-SQL-Injection-Attack-Escalates-Out-of-Control-378108/
In this second link towards the end of the article is a video that shows what is happening.
http://community.websense.com/blogs/securitylabs/archive/2011/03/31/update-on-lizamoon-mass-injection.aspx?cmpid=sltw
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