Does avast protect against this yet?
http://www.microsoft.com/technet/security/advisory/935423.mspx
Microsoft Security Advisory (935423)
Vulnerability in Windows Animated Cursor Handling
Published: March 29, 2007
Microsoft is investigating new public reports of attacks exploiting a vulnerability in the way Microsoft Windows handles animated cursor (.ani) files. In order for this attack to be carried out, a user must either visit a Web site that contains a Web page that is used to exploit the vulnerability or view a specially crafted e-mail message or email attachment sent to them by an attacker.