Kaspersky Labs uncovers "RAM based malware"

http://en.wikipedia.org/wiki/Kaspersky_Lab

Kaspersky researchers have uncovered malware which does not install any files onto a victims machine – Describing the malware as both “unique” and “very rare”, the malware “uses its payload to inject an encrypted DLL from the web directly into the memory of the javaw.exe process.” they say. 

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Story added 19. March 2012, content source with full text you can find at link above.