Windows Explorer in Microsoft Windows Vista up to SP1, and Server 2008, allows user-assisted remote attackers to execute arbitrary code via crafted saved-search (.search-ms) files that are not properly handled when saving, aka "Windows Saved Search Vulnerability."
https://oval.cisecurity.org/repository/search/definition/oval%3Aorg.mitre.oval%3Adef%3A5600
https://docs.microsoft.com/en-us/security-updates/securitybulletins/2008/ms08-038
http://www.vupen.com/english/advisories/2008/2020/references
http://www.us-cert.gov/cas/techalerts/TA08-190A.html
http://www.securitytracker.com/id?1020436