Show them this. Explain that opening all those damn attachments is the equivalent of letting a bunch of dudes with hairy arms reach through the internet, into their homes. Watch their reaction.
The image is taken from Sophos' 2009 security threat report, which says 37% of malware comes from inside the US, 27% comes from China, and 9.1% from Russia. China's actually down from their previous position of being responsible for more than half of worldwide malware in 2007. USA! USA! USA! [DigitalTrends]