a bit of common sense and you can easily flag a dangerous file which maybe needs more caution (most of the time

hehe). certainly with messenger, just don't accept stuff from random people. no one should really have to send you an exe anyway - just ask for a download link to the original file.
and messenger takes it one step further by BLOCKING files rather than just warning! why block mp3's for instance - their not even executable! how can that pose a danger? its just microsoft siding with the mpaa/riaa boys and trying to force its drm on us. i bet wma/wmv isnt blacklisted!
and as for internet downloads, any site covered in adverts, popups and refrences to warez needs caution in my eyes

you can usually tell from the site content the sites purpose, be it delivering a reputable product or deceiving the less aware. most stuff i download is either from a large companies official website or sourceforge which i trust in both cases.
i can see how it adds another (in windows' case much needed) layer of defence and makes users think about what they have downloaded although to be honest my bets are most people get so sick of seeing the warnings they just blindly click past them.
your best bet is some decent anti-virus software, a firewall, the latest security patches, backups and common sense; not patronising and annoying users with warnings and restrictions. the thing that bugs me most is the way it interrupts your work flow and makes even mundane tasks slow.
that is windows as a whole... and it only gets worse with vista. i have been using it through my uni since early beta stages and the interface while flash and sleek is cluttered, disorganised and invasive. thats another storey though
i would also like to say that i have not had a virus on any of my computers (2 desktops and a laptop) in several years despite heavy internet use on many networks. i have had a fair few drive failures, corrupt registries and random crashes but never any data loss from a virus.
besides i'm now using Linux 99.8% of the time and it does everything i require with minimal fuss (once its setup at least, which can sometimes be a fuss

). no limits imposed on you there, it does what you tell it to do. plus the ability to combine simple commands with pipes and write simple scripts makes basic and repetitive administration tasks a doddle. another major plus for me is i've learnt more about my computer using linux for 1.5years than i have in 10years under windows
