How it works

Good question, Ben Shurey. It turns out that this is the usual case of misreporting. The downloaded media files in question are not actually MP3 or MPEG files, they are actually disguised Windows Media files containing a script, and they have to be played by our old insecure friend Windows Media Player in order to be activated. They they prompt the user to download the application PLAY_MP3.EXE, which they will do only if they are an idiot.