Here are the ways malware (viruses, worms, Trojans, spyware, etc.) can infect computer systems -- I think this is what you're looking for. This list will likely grow over time.
- E-mail attachments
- Self-propagating via the Internet infecting Web servers, etc.
- Infected Web pages that users load
- DVDs, CDs, floppies, hard drives, USB drives and other media
- Infected programs that users believe are legitimate programs (games, screen savers, utilities, etc.)