The ZaCker (or Maldal.D) worm can delete antivirus software protection and a variety of critical system files from the PCs of unwary users. Typically, the mass mailing worm arrives by email with the subject line ZaCker and an executable, infected attachment which weighs in at 27KB. It uses Outlook to spread itself to everybody in the Outlook address book. More information about ZaCker can be found Here Over the holidays another mass mailer, called Sheer.A (or Zoher) did the rounds. This takes advantage of an IE exploit which means an infected attachment could be opened simply by reading or previewing a message. More information on Sheer.A can be found Here |
Source: The Register

allowing your IE to run to much is dangerous, restrict it more
from dangerous ActiveX etc...