source: http://www.securityfocus.com/bid/1157/info

A malicious email sender can circumvent warning messages that would normally display when a user attempts to view executable attachments in Eudora 4.2/4.3. Eudora does not prompt a user with the warning message if they are attempting to open a file that is neither .exe, .com, or .bat.

Inserting the tag
<a &nbsp;href="file:///c:/eudora/attach/file.lnk"\>http&nbsp;://www.example.com</&nbsp;a>
in an email message will display as:
http&nbsp;://www.example.com
in a Eudora email client.

Therefore, when a user clicks on this link, it will automatically open up the executable file without warning.
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