The FBI put up a DNSChanger checker-tool to help assist in their investigation and to help alert folks to a pwnd system. However, most users have no way to tell what their DNS settings are.
This is a self-signed Java applet that needs special permissions to run (hence, the dialog that you should have seen already). It reads your system's DNS entries and compares them against the ranges provided by the FBI.
The nasty, brutish and short code is below if you are a little wary of allowing this applet to run. Then again, this could just be another attempt to pwn you :-)
If you happen to have a Java Console window up, you'll see some extra information.