The Internet Crime Complaint Center has a cautionary tale for prospective employers. An email attachment on a response to an online job posting was actually a Trojan Horse program, used to steal the financial credentials of the hiring company and defraud them of over a hundred thousand dollars.
It might be wise to have a dedicated machine or VM for handling untrusted attachments like that; at the very least, make sure that your antivirus software is up-to-date and use it to explicitly scan unknown attachments before opening.