Boot time security

In earlier versions of Windows, there is a window of time between when the network stack was running and when Windows Firewall provides protection. This results in the ability for a packet to be received and delivered to a service without Windows Firewall filtering and potentially exposes the computer to vulnerabilities. This was due to the firewall driver not starting to filter until the firewall service was loaded and had applied appropriate policy.

IE's Addon manager

To the right it even tells you how many times the addon has been used and how many times IE stopped it from being used. It's nice to know what plugins were installed for IE.

There's also supposed to be something called crash detection, but I haven't been able to trigger it so I'm not exactly sure what it'll do.

Outlook Express
New Plain Text mode!
This new option uses the rich edit control instead of the MSHTML control. There's quite a few possible security issues with using MSHTML that this patches up. A lot of that spam is actually malicious code in the form of HTML tags. Microsoft is finally building this safety into the free version of its mail client. (All other major mail clients have had this for a LONG time) Basically the MSHTML control automatically executes header scripts.

Don't download external HTML
This primarily blocks things like spam that constantly fill our email boxes with pornography. Another thing that spammers do is embedding special code that when you contact their server to grab the file you're also letting them know that your address is valid therefore making you get even MORE spam.

Another step in Antivirus protection?
"Outlook Express now integrates a new set of application programming interfaces (APIs), called the Attachment Execution Service (AES), to check e-mail attachments." I believe this is primarily for improved virus scanning and anything else you may have other applications scan your emails for.