Microsoft Windows automatically executes code specified in shortcut (LNK) files.
Microsoft Windows supports the use of shortcut or LNK files. A LNK file is a reference to a local file. Clicking on a LNK or file has essentially the same outcome as clicking on the file that is specified as the shortcut target. For example, clicking a shortcut to calc.exe will launch calc.exe, and clicking a shortcut to readme.txt will open readme.txt with the associated application for handling text files.
By convincing a user to display a specially-crafted shortcut file, an attacker may be able to execute arbitrary code with the privileges of the user. Depending on the operating system and AutoRun/AutoPlay configuration, this can happen automatically by connecting a USB device.