This indicates an attack attempt to exploit a heap overflow vulnerability in Microsoft Media Player.
The vulnerability is caused by an error when the vulnerable software parses a malformed skin file. It may allow a remote attacker to execute arbitrary code via a crafted .WMZ file whose compressed size and uncompressed size are mismatched.
Windows Media Player 7.1
Windows Media Player 9
Windows Media Player 10
Windows Media Player 11
System Compromise: Remote attackers can gain control of vulnerable systems.
Apply patch, available from the website: