source: http://www.securityfocus.com/bid/1221/info

The Microsoft Active Movie Control (a multimedia ActiveX control) will download files of any type specified in the control parameters in an HTML document, regardless of whether or not they are a valid media type. A hostile website, HTML email or HTML newsgroup post could therefore write executables and other potentially harmful content to target machines, which will be stored with their known filenames in the default Windows Temp directory. 

This vulnerability could be used in conjunction with other exploits to run arbitrary code on the target machine(s).

The following script assumes a default Windows Temp folder of c:\windows\temp

<OBJECT classid=clsid:05589FA1-C356-11CE-BF01-00AA0055595A height=1
style="DISPLAY: none" width=1>
<PARAM NAME="Filename" VALUE="C:\WINDOWS\TEMP\MALWARE.exe">