How did this Trojan appear?

My system configuration: Win XP SP2 with all updates, firewall on,
behind a router. AVG anti-virus. At the time of the incident I had
several Opera browser windows open, and pointed to respectable
financial sites like finance.yahoo. Outlook Express was loaded and may
or may not have been downloading email. Microsoft Excel was the only
other user application running.

What happened was AVG suddenly reported an attempt by "Trojan horse
downloader Zlob.ABQ" to load into one of my system restore
subdirectories. How can this happen without me clicking on an
attachment or popup, etc.?

.