Directory traversal vulnerability in a certain ActiveX control in Nessus Vulnerability Scanner 3.0.6 allows remote attackers to create or overwrite arbitrary files via a .. (dot dot) in the argument to the saveNessusRC method, which writes text specified by the addsetConfig method, possibly related to the SCANCTRL.ScanCtrlCtrl.1 ActiveX control in scan.dll. NOTE: this can be leveraged for code execution by writing to a Startup folder.
https://www.exploit-db.com/exploits/4237
https://exchange.xforce.ibmcloud.com/vulnerabilities/35641
http://www.vupen.com/english/advisories/2007/2702