Here are a couple of videos to help people become a bit more aware of social engineering risks. It would be interesting to hear from you as to which one you think is more effective.

http://click.email.sans.org/?qs=c5f96f16ca893d8d2f0d14de6b7a75772c968cabaa38a6908445ec57e78146b3c527b9f0ea796009

Here is another good one from a bank