Actually the CD's did not have a virus on them, they had a rootkit that was being used for legitimate reasons, Sony's mistake was not informing the users of the rootkit and for not protecting the rootkit (It allowed other programs/malware such as backdoors to use the Sony rootkit which would then be hidden by the rootkit).
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Link to this comment: http://www.securityfocus.com/comments/newsbriefs/390/1629#1629