Security software has gotten increasingly better at preventing these advanced malware attacks. You expect your antivirus solution to scan any files you move across the network. But catching, quarantining or removing any suspect files is a different beast entirely. The latest generations of these software suites scan the contents of documents, both to prevent phishing attacks and to check on the reliability of links to external sites or attached files within the documents. There was a time when increasing the amount of scanning you chose to do on network traffic for security purposes would have a negative impact on your user experience, but the latest generations of security tools, both hardware and software, are aimed at speed and performance — the scanning is done so quickly that the speed of data transmission isn’t impacted.
But sometimes you’ll need an additional level of security. Consider running antivirus/anti-malware/anti-spyware applications on every user system, providing a backstop for anything that might get past your established perimeter and network security.