A new report states that USB devices, such as memory sticks and other add on peripherals that seem to be common lately can be a threat to the security of your computer and can leave you open to an attack. The devices load with miminum security restrictions and usually load with administrator priviledges. A new attack discovered allows a specially modified device to launch an attack just as soon as the device is inserted and the Windows PC loads the correct driver for the device.
While I do think this is a credible threat, I'm not too worried. For the most part, this attack needs to be done in person, at the actual computer. When I'm not using my PC, it's in locked state, and if anyone comes up to it and tries tampering with it, they'll get my password screen and nothing else. Inserting a USB memory drive won't change that. Physical security is often the most overlooked, but easiest way of securing your data.