Although very important, particularly considering the Conficker has already hit the House of Commons, military, hospitals and other corporate entities, that is for networks, R-C. Network Admins can run the tool to find out if there are any infected PCs on the LAN or WAN. (Sadly, at least as of yesterday, the very first Google search result for "nmap conficker" was malware.Nmap.)
If you can reach Microsoft Updates, ESET, Sophos, Symantec, etc., then your computer is not infected with this worm and there is no need to run the removal tool. (Illustrated in the BitDefender video on the BitDefender downadup (Conficker) removal tool: http://www.youtube.com/watch?v=P9Oj01CI0dM
On the the other hand, to help protect your computer from Conficker as well as other worms, trojans, etc.
, the same instructions apply -- Microsoft Security Updates, A/V, Firewall, disable file sharing & autorun.
If infected with Conficker, until the domain is blocked, the BD tool is available here