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"Meanwhile, security researchers are reporting a new vulnerability in SP2 that could allow a malicious Web site to deposit an attack program on a user's system.

The attack utilizes Internet Explorer's drag-and-drop features and the Windows "shell folders" to copy an executable from a malicious Web site to a user's startup folder, from which it would execute the next time the user logged on. The researcher who reported the problem to security mailing lists provided proof-of-concept code that leaves a file named "malware.exe" in the user's startup folder."

Source: eWeek