There are lots of speculations about the powergrid being brought down by a remotely triggered virus. I just found this Frontline episode on PBS:
This episode was published back in April 2003.
On the Bugtraq mailing list there is a discussion going on about exactly this. There are two interesting comments: one and two. It seems that the core systems controlling the power grid are running Windows OLE and DCOM applications, the last being the target of the attack of MSBlast.