Keep in mind that there are some virus and/or trojan programs out there that don't even have to be opened on the PC in order to do their damage. Simply viewing the message in a preview pane is enough to activate them.
Yup, I got caught by a bit of a java applet that could overwrite my IE settings in the Windows Registry. Little such-and-such would redirect my homepage to porn sites and similar. And I have a very up-to-date virus checker, and it's firewalled away to be damned too :-D Seems you're just not safe...
