Will some click ok and run the trojan? Most probably, but that is a different kind of problem for all platforms. If I open a Word document and suddenly IE9 pop ups with an access request to run something, the answer *should* be no thanks.
"The eleventh commandment was `Thou Shalt Compute' or `Thou Shalt Not Compute' -- I forget which." -- Epigrams in Programming, ACM SIGPLAN Sept. 1982