Microsoft Windows LNK Shortcut File Code Execution
This Metasploit module exploits a vulnerability in the handling of Windows Shortcut files (.LNK) that contain a dynamic icon, loaded from a malicious DLL. This vulnerability is a variant of MS15-020 (CVE-2015-0096). The created LNK file is similar except in an additional SpecialFolderDataBlock is included. The folder ID set in this SpecialFolderDataBlock is set to the Control Panel. This is enough to bypass the CPL whitelist. This bypass can be used to trick Windows into loading an arbitrary DLL file.
Source: Microsoft Windows LNK Shortcut File Code Execution