This issue has been discover on November 20, 2001 regarding WPM .ASF processor contain unchecked buffer.
Title: Windows Media Player .ASF Processor Contains Unchecked Buffer
Date: 20 November 2001
Software: Windows Media Player
Impact: Run code of attacker"s choice
Max Risk: Critical
Bulletin: MS01-056
Patch availibility: Yes
UPDATE: There"s no patch for WindowsXP yet. And also, thanks ahodes1 for mentioning it in the forum.