One of the problems of these worms is that unless you patch the OS, they just come back (the very next day, the cat came back...) Sorry, the kids are playing that again and tomorrow, another Cat!

Rather than duplicate the removal instructions, here's the link:
http://securityresponse.symantec.com/avcenter/venc/data/w32.welchia.worm.html

Worth REPEATING is this passage:

"The DCOM RPC vulnerability (described in Microsoft Security Bulletin MS03-026) using TCP port 135. The worm specifically targets Windows XP machines using this exploit."

If you use the TCPIP security, you can block the reinfection from outside until you have the patches in place.

Bob