Point your users to this article on the Microsoft.com “At Work” site (The Hazards of Downloading, 6 pages) so they can educate themselves on the security issues around e-mail attachments and web downloads.
Self-service is a good thing for your users. The more they know, the farther you can go.
The article includes the following sections:
Get Ready: Strengthen Your Computer's Defenses (includes stepwise instructions)
Download with Caution: Think First. Click Later. (includes a great checklist)
How to Save a File for Safer Downloads (stepwise instructions with screenshots)
Related reading:10 Ways to Work More Securely
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