Some of the difficulties lie in existing AV products not being able to detect it. Update definitions but more important program updates for all the big ones, Sophos included, haven't been rolled out until the last couple of weeks. However the removal tools (I think I've got just about everyones!) are invaluable - I've got a pair of CDRs with them all on due to the amount of infections I've had to deal with.
Another difficulty is the sub-infections - conficker itself as we know isn't a major problem to detect and remove, but some of the infections that have started to come down with and variants of Conficker itself are appearing all over the place. One that springs to mind in this area is "zlob" - one of many fake AV program providers.

