Hi JM,
Mail security products often detect and block phishing mails. SEP (especially with IPS and Downlod Insight) would be effective at blocking a malicious download, if there is a malware file served up by that URL. The most effective defense, though, is training end users not to click on phishing links.
Symantec Endpoint Protection – Best Practices
http://www.symantec.com/theme.jsp?themeid=stopping_malware&depthpath=0