You can't really. However this was a browser exploit (actually windows thing, but only affected IE). Windows had a bug with parsing the cursor files, so basically it would execute it as raw code or something, which then lead to the installation of about 5 different viruses
[off topic]: working on a clients site, and i had up to date virus definitions... i am very prompt with that kind of thing. he says there is a problem with his site, like it's been hacked or something. so I view it with firefox... looks fine. so he tells me to view it with IE and that was the end of it. It got in so deep I had to reformat my PC and I was off for about a week

all this from a CSS exploit!
I would strip out some annoying CSS things. Be careful with allowing it though, because they can change nearly everything on the page with CSS!