What’s the difference between them ?
Thanks.
Viruses are programs or code strings that invade your computer causing a variety of havoc. They can replicate, unlike trojan horses. TH appear to be legitimate programs or applications, but once launched do their damage on the local machine. Worms are a close relative of viruses, typically involved in denial of service attacks, as they attach the address book of the infected machine and create multiple mass mailings.
For all practical, typical-user purposes, the differences aren’t important. Just avoid them all.
But since you asked, Trojans, Viruses and Worms (Oh, my!).
How can I tell if I’ve got a trojan horse ?
I went to download something, my screen went black, then a red box appeared asking about a trojan horse with a [NO], I hit enter, then it all cleared and went back to normal.
danceswithcats: please correct your information using the link Musicat provides.
The short of it:
Worms propagate on their own.
Viruses use another program to propagate.
Trojans use really stupid users to propagate.
What you are describing is a particular type of worm. Worms in general are complete programs that replicate, unlike viruses that are attached to other programs (or to a boot block, for the nitpickers in the audience). They’re called viruses by analogy with microbiological viruses that don’t reproduce (and is questionable whether they can be called alive) outside of cells. Not sure why self-reproducing independent programs ended up being called worms rather than bacteria or protozoa by the same analogy. 
Spreading via an address book simply happens to be a particularly convenient way to propagate.
The distinction between viruses and worms is getting muddied these days because they are both self-replicating nasties.
Because the first self-propagating program across a network was called “Worm” (although originally intended to be beneficial). Makes me so nostalgic for the good old Xerox Altos. Sniff.
Without knowing what the question was, I can’t tell if [NO] was the best answer.
It sounds like you have an anti-virus program installed, and it trapped the download and tried to advise you of something. If the question was, “You are about to download something bad. Stop downloading?” then you just infected yourself. But if the question was, “Install this bad program?” then NO was a good answer.
Update your virus definitions and full-scan your computer. However, if you have a virus/trojan already in place, it may have disabled the anti-virus program. That’s why it is so important to read the advisory messages. Having a sixth sense helps, too.