Excerpt from:

Inside Firefox – The Inside Track on Firefox Development
Every few months a new worm makes the rounds, Sobig, Sober (the 77KB worm which ultimately destroyed my email account) and others. These worms usually travel using Microsoft Outlook as the hook onto people’s systems. Creating an email with an attachment that appears inocuous and beckons the user to open it but which is really a malicious piece of executable code, these emails scan addressbooks and propagate rapidly. Sophisticated worms like Sober even contain their own SMTP engine.

People get infected with these worms because they are a) do not understand internet security (probably an impossible problem to solve) and b) their email client software makes it too easy to execute such attachments.