Here's a thought: FireFox.
Get rid of your IE, and teach your users how to browse the internet...
Surfing the web nowadays is no different than having sex. If you don't use protection, you are going to catch something....
Start using FireFox - you can get it for free from Mozilla.org.
Tell your users that they need to stop downloading all of those cute games and screensavers and backgrounds or you're going to fire their asses...
That in itself will take care of it.
I can tell you this much, I got regularly to sites that I wouldn't recommend most people go to and I have yet to catch something... It's all about paying attention to what you are doing and using the right tools...
Mrafrohead