You could also look at
http://support.microsoft.com/default.aspx?scid=kb;en-us;290497
Which lists the same extensions, in reference to Outlook instead of IE.
With all the suggestions we've had recently regarding ACLs for blocking extensions and bad/forged HELOs etc., how about adding the more generic solutions to the contrib section and/or the Exim web site with a pointer from the main page "Sample anti-virus/anti-spam configurations" perhaps? Newcomers would then be able to locate quickly such solutions.
Paul