It is possible to install spyware on the remote host.
Description :
The remote host is running a version Windows Media Player 9 or Windows Media
Player 10 which contains a vulnerability which may allow an attacker to infect
the remote host with spyware.
An attacker may exploit this flaw by crafting malformed WMP files which will
cause Windows Media Player to redirect the users to a rogue website when
attempting to acquire a license to read the file.