To prove this beyond a shadow of doubt:
There are several methods malware can get on your system. (most likely method is if you click on an attachment that you should not, and that your system is not patched which causes software to be installed and then your machine is infected.
Malware Must Die! blog explains how malware code gets installed (i.e. how the code is installed) of malware attack code:
Blog.malwaremustdie.org "China ELF(Executable Linking Format) botnet malware infection & distribution scheme unleashed
There are so many ELF malware infection with the multiple type of backdoors and DDoS'ers originated from China."
There is an interesting video on the site which shows a hacker attacking, maneuvering within a remote session. (Windows machine)
ELF is explained here http://elinux.org/Executable_and_Linkable_Format_%28ELF%29
Malware Must Die! also had an earlier post on the shellshock attack which was an explanation of the Mayhem ELF.so botnet.
The shellshock attack tried to modify a tmp file on the system, run it and then remove the file. So essentially they ran software after installing/downloading it and then removing the /tmp file. This is a sophisticated attack. and if your system is vulnerable to Shellshock it may have been hit with the Mayhem botnet.
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