E-mail messages with malicious attachments is no longer the preferred mechanism to infect system. Mails with malicious links are on the rise, states a report published by U.K.-based MessageLabs Ltd.
A quote from the article at PC World:
...35 percent of the e-mail threats it now detects use embedded links to infect computers instead of the more traditional file attachments. In the March-June time frame, that figure was 20.2 percent, said the company. And in the opening quarter of 2007, a mere 3.3 percent of the intercepted threats carried links...
Links embedded in the e-mail redirect the user to cleverly crafted Web sites that are used to extract vital information from the users. Very often, it is the trusted sites that are compromised and used to install Trojans on the system to later contribute to botnets for organized attacks.
Detecting such attacks take lot more effort, since the e-mail as such does not carry any malicious package. With the rapid increase of Web-based attacks, coupled with the vulnerabilities in the browsers and software used to access the Web, caution seems the best preventive measure.