There may be some legitimacy to this story. After a bit of searching, I found this on the FBI's website:
http://www.fbi.gov/news/stories/2011...malware_110911
They do have a link you can use to determine if you are infected or not. I'd suggest reading this:
http://www.fbi.gov/news/stories/2011...er-malware.pdf and near the bottom they recommend some steps you can do to check if you are infected or not.