Microsoft Office XP and Internet Explorer version 5 and later are configured to request to send debugging information to Microsoft in the event of a program crash. The debugging information includes a memory dump which may contain all or part of the document being viewed or edited. This debug message potentially could contain sensitive, private information.

Microsoft Office XP
Microsoft Internet Explorer 5.0 and later
Windows XP
Microsoft has indicated that this will be a feature of all new Microsoft products

For the patch/workaround go to http://www.ciac.org/ciac/bulletins/m-005.shtml