SANS Internet Storm Center weekend monitor is reporting “WebViewFolderIcon ActiveX control exploit(s) in the wild, (Sat, Sep 30th). Rise and shine. This vulnerability is being actively exploited in the wild …” (more)
If you must run IE, restrict ActiveX controls to the highest level possible. And use a safer browser, like FireFox or SeaMonkey or Opera or Konqueror or Camino or Safari for all those web sites that don't require you to use IE.