Never open an unsolicited attachment with any of the following file types:
.EXE, .COM, .BAT, .PIF, .LNK, .VBS, .VBE, .REG, .CMD, or .SCR
Following this rule will eliminate the risk of virtually all email-borne worms.
Additionally, I would suggest ensuring that file extensions are set to display (so a file FOO.TXT.EXE doesn't simply appear as FOO.TXT), and would recommend using Wordpad to open .doc files (it usually produces okay-looking results, but can't run any imbedded macros).
An even better rule to remember is to never open any attachment without first saving it to a disk and running a virus scan on the file. You can't rely too much on the extension because some people will hide them, for example by naming the file sexyscreensaver.txt.exe - in this case the file would look like a .txt file in your e-mail window but it is really an .exe file. Scan first, then open.