You may have heard recently about a critical vulnerability effecting all Windows Operating Systems. This was first revealed a few weeks ago and Microsoft have been working hard to patch this exploit.
Microsoft have released information about this exploit here: http://www.microsoft.com/technet/security/advisory/2286198.mspx
SOPHOS quickly released a video demonstrating how this critical vulnerability works. It illustrates how arbitrary code can be exectuted in a shortcut file causing a rootkit to be installed even if just viewing the infected file. You can view it here