Moved to Corporate Malware Discussion for better support.
You can protect yourself if you use access protection.
Under the category Common Maximum Protection: check Prevent programs registering to autorun.
The file you have attached to your post is malware and so it will be removed.
Please submit the file to McAfee Labs for analysis - information how to do that is HERE.
The vbs file is detected as malicious by 20 out of 47 vendors according to VirusTotal (report HERE).
Microsoft detects it as Worm:VBS/Dunihu.U but has no technical information available for it.
According to the VirusTotal analysis McAfee does not yet detect this. It is similar to one already known to McAfee, "VBS/Autorun.worm.aadd".