Hackers use the Digital Rights Management (DRM) technology embedded in recent versions of WIndows Media Player to load nasties onto your computer. Unfortunately Microsoft plans to do nothing about it. My favorite quote from this second story: "If strangers are trying to entice you to open a file, chances are they're setting you up for a bad experience" No kidding.
Another reason to say NO to DRM.
To quote Scotty in Star Trek III…
The more they overthink the plumbing, the easier it is to stop up the drain.