Things that you can do to help protect yourself from malicious
hyperlinks
The most effective step that you can take to help protect yourself from
malicious hyperlinks is not to click them. Rather, type the URL of your
intended destination in the address bar yourself. By manually typing the
URL in the address bar, you can verify the information that Internet
Explorer uses to access the destination Web site. To do so, type the URL
in the Address bar, and then press ENTER.
*Note* The Address bar does not appear if it is not enabled. To enable
the Address bar, click *View*, point to *Toolbars*, and then click to
select *Address Bar*.
http://support.microsoft.com/default.aspx?scid=kb;%5Bln%5D;833786
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