Samples of documents used in carefully prepared targeted attacks make clear that while a suspicious eye is a great security tool, some especially dangerous attacks might slide right by you.
Targeted attacks often send a carefully constructed e-mail to one or a handful of specifically chosen targets. The messages are well-written, and don't contain the tell-tale typos and errors that often accompany malware campaigns. They're far more rare, and far more dangerous, than the average attack.
The seven 'bait file' samples posted by F-Secure "have been used to infect specific individuals in different organizations in order to gain access to their computer," the company writes,and all contained exploits that would install remote-control malware on a victim PC.
But of the five I can read (one appears to be in Russian, another German), only one would immediately trigger my own warning bells. If I opened any of the other .pdf or .doc files I probably wouldn't notice anything amiss.
The good news is that even if one of these sneaky little buggers crept past you, they'd likely hit a brick wall if your software was up-to-date. Unless a targeted attack goes after an unpatched zero-day software flaw (which unfortunately does happen), its exploit payload would fizzle out if you've patched the flaw it looks for. So keep clicking yes to those automatic update notices, and fire up that Secunia PSI.