The disabling of attachments occurs during one such security update to OE. Microsoft then forces you to switch the setting thus putting the onus of the user should something go wrong later on (at least that's how I understand it).
As long as you anti-virus is bona-fide and up-to-date then I reckon you should be ok (but a firewall also helps.)
Switching off automatic preview is also a good idea (though I don't 'cause I like to to live life dangerously
)
But I agree with RTFM, you've got to be very very careful these days - I 'm losing count of the PC/laptops I've come across recently that have been wrecked by viruses/worms/trojans. usually it's because the owner didn't install an anti-virus or didn't keep it up to date...