Security and File Extensions

Malicious Files
Tools - Global Options - Warnings
Gravity can warn you, if you inadvertently decode a malicious file and attempt to launch it.
In the text box labeled "Do not warn when launching files with the following extensions" enter the allowed (not excluded) file extensions.
Note that the file is still decoded to the download directory and you could run it with another application.

Restrict Subscribing to Newsgroups without a Password
Tools - Global Options - Security
You can require a password to subscribe to newsgroups.