Best practice for handling worm urls

We received a request (from worms?) Of the form

http: //www.example.com/MSOffice/cltreq.asp? ...
http: //www.example.com/_vti_bin/owssvr.dll? ...

What is the best practice for solving these problems?

I considered either returning a 404 or trying to complete the connection while leaving it open on the other end.

Thoughts?