Good thinking, Cornerstone. It's generally a good idea to call the sender on the telephone and ask if they sent the e-mail and attachment before you open it.
In the last two weeks I have gotten two awfully suspicious e-mails. One of them was almost certainly a test from my employer. This has happened before. They figure that if anyone falls for it that means we need better security training. The other one I was less sure about. I reported the details of both to the folks who are in charge of security issues and deleted them twice - once from my in-box and again from the deleted items folder.
In our business we handle too much sensitive data not to be very very careful!