source: http://www.securityfocus.com/bid/4752/info

An issue exists in the way Microsoft Internet Explorer handles conflicting information in some HTTP headers used to describe non-HTML content. A malicious web server may provide content with misleading values in the content-type and content-disposition headers.

Under some circumstances, the result may be that IE will automatically download and execute attacker-supplied programs.

It has been demonstrated that this vulnerability can be exploited when Windows Media Player 6.4 or 7.1 is installed on the system.

This vulnerability may also be exploited through HTML formatted email. 

This vulnerability could potentially be exploited by an HTTP header similar to the following:
Content-Type: audio/x-ms-wma
Content-disposition: inline; filename="foo.exe"