How do YOU hide your malware?

Do you just compile it and leave it as a simple .exe, and then hope the target will be curious enough to open it? Do you find the source code of a fun little game somewhere on the web, and incorporate it into your source? Or do you change the icon of the executable, change the extension to .avi.exe and hope the target is a retard?

>>14
Why would anyone making malware have to hide it by using stupid names or disguising it as a game? The moment someone runs code on a remote machine as a privileged user, that machine belongs to him, he can do whatever the fuck he wants: install a rootkit, inject code in other processes and so on. In short, there is no need for an attacker to really disguise the executable, unless you're hoping some stupid user would execute your executable because he's a retard who can't see a file extension, or he runs untrusted executables without sandboxing them or mass scanning them with some 20-30 antiviruses, or just reverse engineer the file himself.
tl;dr: Only idiots would run such files off the Internet, and idiots exist, which is why there are botnets made entirely of people who were infected by simple social engineering. Looking at in-the-wild malware, I'd say that one should just keep the exe extension and there's no need to add "special functionality" like games to your code since once the idiot would run it, it would be too late. The application should just do nothing visible at all.