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I delete all exe files at the firewall.

If there IS a valid reason to send a program via email rather than downloading it, I make the sender modify the extention to just .ex.

The reciever must then manually modify it back to the .exe, and because of this process I KNOW what it is and am always expecting that executable.

As you are in Tech, and my users are not, this would happen much less frequently for us than it would for you. While a hassle, it does save me from the "well, I got an attachment so I HAD to see what it was".