Most computers are not directly connected to the internet.
Assuming we are not talking about computers in cars and factory control systems, this is a pretty meaningless statement. Yes, most computers sit behind routers, but then basically all computers on the 'net sit behind routers, no one is "directly" connected.
Besides, routers are computers and can be taken over as well.
But not by that zero-day microsoft exploit you found. If your router is a cisco system, you need a cisco zero-day exploit to access the machines behind it, or some other way of bypassing the firewall. Sure, it could take over all the already vulnerable computers, the same ones which are already compromised by botnets. But I object to calling these "most of the computers connected to the 'net".
Vincent Müller and Nick Bostrom have just released a paper surveying the results of a poll of experts about future progress in artificial intelligence. The authors have also put up a companion site where visitors can take the poll and see the raw data. I just checked the site and so far only one individual has submitted a response. This provides an opportunity for testing the views of LW members against those of experts. So if you are willing to complete the questionnaire, please do so before reading the paper. (I have abstained from providing a link to the pdf to create a trivial inconvenience for those who cannot resist temptaion. Once you take the poll, you can easily find the paper by conducting a Google search with the keywords: bostrom muller future progress artificial intelligence.)