Windows Media Player 7 allows remote attackers to execute malicious Java applets in Internet Explorer clients by enclosing the applet in a skin file named skin.wmz, then referencing that skin in the codebase parameter to an applet tag, aka the Windows Media Player Skins File Download" vulnerability.
https://exchange.xforce.ibmcloud.com/vulnerabilities/5937
https://docs.microsoft.com/en-us/security-updates/securitybulletins/2001/ms01-010