1) User finds USB stick in parking lot
2) User takes USB stick back to desk and plugs it into workstation
3) Workstation throws up a dialog saying "Hey! I don't recognize that thing you just plugged in! Are you sure you want to let it connect?"
4) User blindly clicks "OK" on dialog without reading it while surfing porn in another window
And, really, if we are concerned with people blindly clicking "OK", I'm not sure of what you can do.