Software Engineering Institute

According to Microsoft:

Object Packager is a tool you can use to create a package that you can insert into a file.
The Object Packager fails to properly display the file types of embedded objects. According to Microsoft Security Bulletin MS06-065:

An attacker could try to exploit the vulnerability by creating a specially crafted file and sending the file to a user on an affected system in email or by having them click on a link to receive the file. Once the file is received the user would then have to click on the embedded object within the file and accept a misleading dialogue indicating that the user is about access a different file type.
More information is available in Microsoft Security Bulletin MS06-065.

Attackers can conceal the types of objects embedded within files, possibly misleading users into executing arbitrary code.

Apply an update
This vulnerability is addressed in Microsoft Security Bulletin MS06-065.

Do not open files from untrusted sources

Do not open files originating from unfamiliar or unexpected sources, including those received as email attachments or hosted on a web site. For more information, please see Using Caution with Email Attachments.