The Web Folder component for Internet Explorer 5.5 and 6.0 writes an error message to a known location in the temporary folder, which allows remote attackers to execute arbitrary code by injecting it into the error message, then referring to the error message file via a mhtml: URL.
https://docs.microsoft.com/en-us/security-updates/securitybulletins/2003/ms03-014
http://www.securityfocus.com/bid/5473
http://www.iss.net/security_center/static/9881.php
http://marc.info/?l=vuln-dev&m=102943486811091&w=2