From BleepingComputer.com : http://www.bleepingcomputer.com/forums/topic400716.html
Let’s confirm you are running it properly. Is this a 64 bit system? That would be a problem.
Please download the TDSS Rootkit Removing Tool (TDSSKiller.exe) and save it to your Desktop. <-Important!!!
Be sure to download TDSSKiller.exe (v126.96.36.199) from Kaspersky’s website and not TDSSKiller.zip which appears to be an older version 188.8.131.52 of the tool.
Double-click on TDSSKiller.exe to run the tool for known TDSS variants.
Vista/Windows 7 users right-click and select Run As Administrator.
If TDSSKiller does not run, try renaming it.
To do this, right-click on TDSSKiller.exe, select Rename and give it a random name with the .com file extension (i.e. 123abc.com). If you do not see the file extension, please refer to How to change the file extension.
Click the Start Scan button.
Do not use the computer during the scan
If the scan completes with nothing found, click Close to exit.
If malicious objects are found, they will show in the Scan results - Select action for found objects and offer three options.
Ensure Cure (default) is selected, then click Continue > Reboot now to finish the cleaning process.
A log file named TDSSKiller_version_date_time_log.txt (i.e. TDSSKiller.184.108.40.206_27.07.2010_09.o7.26_log.txt) will be created and saved to the root directory (usually Local Disk C:).
DL’ed the newest exe file and it still won’t run. GRRRRRRR1