This is what someone posted at another site. It was edited to remove how to do it.
""DO NOT TRY THIS IT WILL DELETE FILES. Read it totally. I have not personally
tried it but I hear it works. Click a link boom files deleted. sound too
good to be true? Looks like windows help center is messed up. Oh, and
disabling the service wont close the hole either.
""There has been a very serious flaw discovered in the "Help Center"
included in Windows XP.
To try it out, do the following, but, BE WARNED. IT WILL LIKELY
delete anything you put in the "test" directory.
Create a folder called "test" at the root directory of your hard
drive. Put some files in it (junk, whatever, stuff you don't care
about losing). YOU HAVE BEEN WARNED AGAIN!
Then, copy and paste the "link" below into any address bar and hit
enter.
Wait a few seconds, then, check that directory again. Gone, gone, gone.
This is a HORRIBLE exploit because it can be a link in any web page
and exploits a terrible flaw in the Windows Help Center included in XP."