Just a quick thought — why exactly do we care about rules? Is it because we are so law-abiding, or maybe it's just about being afraid of the punishment? If you didn't know there's anything like traffic police, how often would you care not to speed?
So, how much do you think user cares about the security policy if they have no idea there's someone watching?
Conclusion? Inform your users about the security measures and auditing facilities implemented. It lets people realise they can actually get caught doing something illegal. Which in turn may sometimes make them think twice before trying to do it.