Be careful with Word today, and be careful with attachments anyday
The Internet Storm Center offers some seemingly worthwhile advice, including, "Attacks like that will use very plausible messages. Create some examples to re-emphasize this fact. 'What if you receive a message from a customer you know, referencing a project you are working on, that includes a Word document'. Teach users to double check out of band. "Do not open the document before calling the customer".