Possible almost since Leopard showed up. It's a simple matter of setting up a Folder Action Script. If you prefer a prebuilt script, see here:
http://www.macosxhints.com/article.php?story=20071029151619619
Use at your own risk -- the warnings below are reasonable ones.
[Version 10.5.3]
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iQuarantine X
http://www.macosxhints.com/article.php?story=20071029151619619
Use at your own risk -- the warnings below are reasonable ones.