Internet Explorer 5.01, 5.5, and 6.0 allows remote attackers to bypass security zone restrictions and execute arbitrary programs via a web document with a large number of duplicate file:// or other requests that point to the program and open multiple file download dialogs, which eventually cause Internet Explorer to execute the program, as demonstrated using a large number of FRAME or IFRAME tags, aka the "File Download Dialog Vulnerability."
https://oval.cisecurity.org/repository/search/definition/oval%3Aorg.mitre.oval%3Adef%3A948
https://exchange.xforce.ibmcloud.com/vulnerabilities/12019
https://docs.microsoft.com/en-us/security-updates/securitybulletins/2003/ms03-020
http://www.securityfocus.com/bid/7539
http://www.kb.cert.org/vuls/id/251788
http://secunia.com/advisories/8807
http://marc.info/?l=ntbugtraq&m=105294162726096&w=2