For the exploit to succeed, an attacker would need to entice a user to visit a malicious Web site and then would have to place the Trojan horse on the user's machine. If the Trojan executes successfully, potentially malicious software could be downloaded and run on the user's system.

This effects Windows XP users even if you have SP2 installed.

Read the whole article here. (http://www.computerworld.com/securitytopics/security/holes/story/0,10801,98636,00.html?from=homeheads)