Untrusted search path vulnerability in the client in Remote Desktop Protocol (RDP) through 8.1 in Microsoft Windows 7 SP1 and Windows Server 2008 R2 SP1 allows local users to gain privileges via a Trojan horse DLL in the current working directory, as demonstrated by a directory that contains a .rdp file, aka "Remote Desktop Protocol DLL Planting Remote Code Execution Vulnerability."
https://docs.microsoft.com/en-us/security-updates/securitybulletins/2015/ms15-082