Here's what the KB article says, in part:
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The Msdds.dll COM object could cause Microsoft Internet Explorer to
unexpectedly quit. We are investigating a public report of a vulnerability
that affects Internet Explorer. We are not aware of any attack where a
malicious user has tried to use the reported vulnerability. We are not aware
of any customer affect at this point.
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Note the last two sentences, in particular.
This vulnerability is in a specific DLL file which is not part of a normal
Windows install.
The file in question is MSDDS.DLL. If you do not have this file on your
system you are not vulnerable.
Please read the advisory--second reference. In the workarounds section, the
third workaround is fairly easy to accomplish and should have no possible
adverse effects.
