BlackIce Pc Security.

I didn't do this exploit so i don't know all his details, but i know that when you try to open the folder which in fact isn't a folder, an executable code can execute and can be all that you can imagine, as well as network connection.
This exploit normally display a black html page within explorer.

EDIT : the following line in the vulnerability description :

let us supposed that depending on the OS the behaviour isn't the same.

(it works well, unfortunaly, on my XP)