Windows 2000 Server infected virus!!!!

I am running win2000server. And connect to cable modem.This operating system was just installed by me, I re-partitioned the hard disk and format also.And suddenly infected virus NIMDA
The question I want to pose are..?
1. Is it possible the virus come from my cable connection ? because I used proxy in win2000server by sharing the ethernet card which connect to the cable modem
2. Or something else caused it ?
3. Is there any configuration for my spec.
win2000server
cable connection (alwaysconnect)
(2) two ethernet adapther, One for the modem and the rest is for the LAN to HUB ?