Microsoft Support: Steps that you can take to help identify and to help protect yourself from deceptive (spoofed) Web sites and 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.
Hmm, last reviewed 12/26/2003, so before the second and even more serious IE linking bug (doubly dangerous when combined with the still unfixed spoofing bug). I guess Microsoft Support isn’t really in a position to outline the easy one-step solution of say… installing Mozilla?