Here's a workaround from Microsoft:
http://www.microsoft.com/technet/security/advisory/961051.mspx
You can help protect against exploitation of this vulnerability by changing your settings for the Internet security zone to prompt before running ActiveX controls and Active Scripting. You can do this by setting your browser security to High.
To raise the browsing security level in Internet Explorer, follow these steps:
1. On the Internet Explorer Tools menu, click Internet Options.
2. In the Internet Options dialog box, click the Security tab, and then click the Internet icon.
3. Under Security level for this zone, move the slider to High. This sets the security level for all Web sites you visit to High.
Note If no slider is visible, click Default Level, and then move the slider to High.
Note Setting the level to High may cause some Web sites to work incorrectly. If you have difficulty using a Web site after you change this setting, and you are sure the site is safe to use, you can add that site to your list of trusted sites. This will allow the site to work correctly even with the security setting set to High.
Impact of workaround. There are side effects to prompting before running ActiveX Controls and Active Scripting. Many Web sites that are on the Internet or on an intranet use ActiveX or Active Scripting to provide additional functionality. For example, an online e-commerce site or banking site may use ActiveX Controls to provide menus, ordering forms, or even account statements. Prompting before running ActiveX Controls or Active Scripting is a global setting that affects all Internet and intranet sites. You will be prompted frequently when you enable this workaround. For each prompt, if you feel you trust the site that you are visiting, click Yes to run ActiveX Controls or Active Scripting. If you do not want to be prompted for all these sites, use the steps outlined in "Add sites that you trust to the Internet Explorer Trusted sites zone".
Add sites that you trust to the Internet Explorer Trusted sites zone
After you set Internet Explorer to require a prompt before it runs ActiveX controls and Active Scripting in the Internet zone and in the Local intranet zone, you can add sites that you trust to the Internet Explorer Trusted sites zone. This will allow you to continue to use trusted Web sites exactly as you do today, while helping to protect you from this attack on untrusted sites. We recommend that you add only sites that you trust to the Trusted sites zone.
To do this, follow these steps:
1. In Internet Explorer, click Tools, click Internet Options, and then click the Security tab.
2. In the Select a Web content zone to specify its current security settings box, click Trusted Sites, and then click Sites.
3. If you want to add sites that do not require an encrypted channel, click to clear the Require server verification (https
for all sites in this zone check box.
4. In the Add this Web site to the zone box, type the URL of a site that you trust, and then click Add.
5. Repeat these steps for each site that you want to add to the zone.
6. Click OK two times to accept the changes and return to Internet Explorer.
Note Add any sites that you trust not to take malicious action on your system. Two in particular that you may want to add are *.windowsupdate.microsoft.com and *.update.microsoft.com. These are the sites that will host the update, and it requires an ActiveX Control to install the update.
http://www.microsoft.com/technet/security/advisory/961051.mspx
You can help protect against exploitation of this vulnerability by changing your settings for the Internet security zone to prompt before running ActiveX controls and Active Scripting. You can do this by setting your browser security to High.
To raise the browsing security level in Internet Explorer, follow these steps:
1. On the Internet Explorer Tools menu, click Internet Options.
2. In the Internet Options dialog box, click the Security tab, and then click the Internet icon.
3. Under Security level for this zone, move the slider to High. This sets the security level for all Web sites you visit to High.
Note If no slider is visible, click Default Level, and then move the slider to High.
Note Setting the level to High may cause some Web sites to work incorrectly. If you have difficulty using a Web site after you change this setting, and you are sure the site is safe to use, you can add that site to your list of trusted sites. This will allow the site to work correctly even with the security setting set to High.
Impact of workaround. There are side effects to prompting before running ActiveX Controls and Active Scripting. Many Web sites that are on the Internet or on an intranet use ActiveX or Active Scripting to provide additional functionality. For example, an online e-commerce site or banking site may use ActiveX Controls to provide menus, ordering forms, or even account statements. Prompting before running ActiveX Controls or Active Scripting is a global setting that affects all Internet and intranet sites. You will be prompted frequently when you enable this workaround. For each prompt, if you feel you trust the site that you are visiting, click Yes to run ActiveX Controls or Active Scripting. If you do not want to be prompted for all these sites, use the steps outlined in "Add sites that you trust to the Internet Explorer Trusted sites zone".
Add sites that you trust to the Internet Explorer Trusted sites zone
After you set Internet Explorer to require a prompt before it runs ActiveX controls and Active Scripting in the Internet zone and in the Local intranet zone, you can add sites that you trust to the Internet Explorer Trusted sites zone. This will allow you to continue to use trusted Web sites exactly as you do today, while helping to protect you from this attack on untrusted sites. We recommend that you add only sites that you trust to the Trusted sites zone.
To do this, follow these steps:
1. In Internet Explorer, click Tools, click Internet Options, and then click the Security tab.
2. In the Select a Web content zone to specify its current security settings box, click Trusted Sites, and then click Sites.
3. If you want to add sites that do not require an encrypted channel, click to clear the Require server verification (https
for all sites in this zone check box.4. In the Add this Web site to the zone box, type the URL of a site that you trust, and then click Add.
5. Repeat these steps for each site that you want to add to the zone.
6. Click OK two times to accept the changes and return to Internet Explorer.
Note Add any sites that you trust not to take malicious action on your system. Two in particular that you may want to add are *.windowsupdate.microsoft.com and *.update.microsoft.com. These are the sites that will host the update, and it requires an ActiveX Control to install the update.
