Here are a few EFS caveats to remember:
Users cannot encrypt and compress files at the same time using the default Windows tools, but users can use third-party compression utilities and encrypt the results. Just remember that most compression utilities keep the original file along with the compressed copy, and both will need to be encrypted (or the original deleted).
Make sure all used applications support EFS. Many older, legacy applications (e.g., Edit.com) do not understand EFS and can cause corruption problems.
EFS can protect local or remote files, but does not protect any files read from the hard drive and transmitted over the network. Use WebDAV, IPSec, SSL, or some other VPN technology to protect files sent over the network.
You cannot gain access to encrypted files from a Macintosh or other foreign client computers.
You cannot open documents that were stored by others in an encrypted folder that you created.