It looks like there is a newly discovered vulnerability in MS Word that is being exploited via email. I have not yet seen any sign of this here, but no doubt we will see something soon enough.
See the following articles for more information:
http://www.eweek.com/article2/0,1895,1965042,00.asp
http://isc.sans.org/diary.php?storyid=1347
http://it.slashdot.org/it/06/05/19/1718203.shtml