Your firewall definitely won't protect you unless it has malware protection built in. I would suggest installing an e-mail gateway that can provide malware protection such as NetIQ's MailMarshal or Symantec's Anti-virus Gateway. You could also use a third-party ASP service that provides e-mail protection such as Singlefin. Either way, if you can detect/eliminate malware at the network perimeter, you'll be much better off. Also, be sure to install malware protection at the desktop level as well, in case something does get through.
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