14 DAY TRIAL // You can still get a lot of viruses from the web and many are e-mail-borne, but things have changed. Now, attachments are rarely infected - things are starting to work differently. To get a virus nowadays you have to click certain links, so the virus is web-based but you get news of it through spam. It's a mixture of both, still very dangerous, but at least malware infected attachments are a thing of the past.
And here's an explanation - let's say you're using the Yahoo mail client. Have you noticed that when you want to download and attache file, it says right there that it has been scanned with Norton Anti Virus and it also shows you if it's safe or not? If it's safe you will see black text written in a green box saying no threat has been detected, which means you can download it. The great thing about this scan is that the AV scans the file before you even open the e-mail! In this way, if the client finds out that a certain IP or address is spamming with infected files, it instantly flags it as spam and sends the messages directly to the bulk folder. That is why infected attachments aren't so "trendy" anymore.
I've also noticed another thing - One day one of my programs' .exe file got screwed up (I have no idea how) so instead of uninstall-reboot-install-reboot I had a friend send me his .exe from the exact same program. I wanted to see if this would patch up the bug. It didn't work, but that's not what matters. When I got the e-mail I also received a message saying that the file attached to it might be malware infected, because malicious behavior comes with .exe files. So that was great security, I guess, no matter if it was a false positive. That's why there is no need to fear e-mail attachments!