What is the potential for encountering viruses in Windows Media files?
It is important to protect your computer against viruses by using an antivirus program. Microsoft does not provide any antivirus functionality in Windows, so you should install an antivirus program to protect your computer. In addition to the audio and video content, Windows Media files can contain data that runs your browser and opens a specific Internet address. For example, the content may open a Web site that is related to the audio or video content, or may contain text and graphics such as a banner advertisement. Windows Media Player ignores any scripting or similar commands; any links contained in the content are handed off by Windows Media Player to the browser. At that point, the browser security settings apply to any content that you view in the browser.