Interestingly, a few POS systems running Windows XP or Windows Embedded with Remote Desktop or VNC software were infected remotely, and in some cases, attackers exploited vulnerabilities in ATM networks connecting to the bank's VPN or GSM/GPRS networks.
Dump Memory Grabber is not the first malware family to target POS and ATMs. A few months ago, malware named "Dexter" was discovered, which infected POS systems at well-known retail outlets, hotels, and food establishments. Just last week, McAfee identified vSkimmer, a Dexter successor.
Coincidentally, a Boston-based liquor store notified customers this week that it had found malware on its POS systems, though it's unclear if the malware is any of the above or something different.