PC World has learned that some Windows Media files on peer-to-peer networks such as Kazaa contain code that can spawn a string of pop-up ads and install adware. They look just like regular songs or short videos in Windows Media format, but launch ads instead of media clips.
Was posted here:
Read http://p2pnet.net/story/3421 and other to find out that Windows Media Player (WMP) is not just a media player. It has similar vulnerabilities as Internet Explorer that allows rogue content to exploit the machine.