1) Use an alternate Internet browser (such as Firefox or Mozilla) until Microsoft has a patch for Internet Explorer.
2) If you have a managed computer and cannot install another browser, disable ActiveX in Internet Explorer.
3) In the mean time, be careful! Don't click items in HTML emails unless you know where the link goes, and don't click unknown links when using Internet Explorer.
PS: Here's how to disable ActiveX in Internet Explorer. Sorry I didn't include the how-to on that!
Here are the instructions.