eWeek: Security researchers from Hungary’s Laboratory of Cryptography and System Security say that the recently discovered Duqu Trojan exploits at least one zero-day vulnerability in Microsoft Windows. The malware is installed via infected Microsoft Word documents. Duqu gained a lot of attention because of its similarities to Stuxnet, which led some to speculate that they may have been created by the same people.
Currently, there is no known way to prevent infection by Duqu other than being extremely vigilant about which e-mails and attachments you open.