<a href="http://cwe.mitre.org/data/definitions/426.html">CWE-426: Untrusted Search Path</a>
Per the Microsoft advisory, " In a web-based attack scenario an attacker could host a website (or leverage a compromised website that accepts or hosts user-provided content) that contains a specially crafted RDP file that is designed to exploit the vulnerability. An attacker would have no way to force the user to visit the website. Instead, an attacker would have to convince the user to click a link, typically by way of an enticement in an email or Instant Messenger message."
This vulnerability has been assigned and Attack Vector of Remote.