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Well, today has proven how many lazy or unaware webadmins this world has. A worm who exploits an exploit in MS SQL. The point is: there already was a patch for the vulnerability and it's just a fact MS flaws get patched less fast then linux. That means very many admins don't track mailinglists, who have been talking about this problem and as many of them also don't track patches etc. for the software they use.
Because of this "lack" of interest in security the worm was able to spread very widely. Because the worm work with datagrams (via udp), it spreads much faster then worms traveling by tcp. Udp doesn't require to wait for a acknowledge responce or a message that says the packet has arrived proparly. The danger with that is, because of the "lazyness" (how would you call it) of many admins and other people the worms olso threaths dns servers routers etc. with their extreme bandwith consumeing activities (that's what a worm does).
Every sql server does get some interference with this, because it still get's targetted at port 1433 and 1434, so firewall logs may grow large... that means if your firewall was setup correctly... you guessed it, that's often NOT the case. Those server will still have a little slow down because of the incoming packets. Nothing would be harmed if the worm hadn't been able to spread.