There has been a very serious flaw discovered in, ironcally, the "Help Center" included in Windows XP.
To try it out, do the following, but, BE WARNED, it will delete ANYTHING you put in the "test" directory. (I should point out, sub-directories aren't deleted, and user permissions may have an effect)
Create a folder called "test" at the root directory of your hard drive. (i.e: c:\test\) Put some files in it (junk, files you don't care about losing - create some new text documents or something).
Then, copy and paste the "link" below into your address bar and hit enter.
Wait a few seconds, the "Help Center" should pop up.. then, once you've closed the help center, check that directory again. You should notice the files in the directory you created are gone..
This should be frightening to any Windows XP user, because anyone could link it on any webpage.. definatly a terrible flaw in the Windows Help Center included in XP.