(Exploit.HTML.Mht (Kaspersky), Exploit-MhtRedir.gen (McAfee))
This type of threat is most of the times transparent to the user. It is almost impossible for a normal user to detect it. Browsing an unsafe site, a page may contain this exploit, and automatically execute it (without any interaction from the user) thus downloading and executing an executable file from the internet onto the local computer.
It is recommended that you do not allow execution of this type of html files and DELETE these files.
Patrik Vicol, virus researcher
This threat resides in a specially crafted html file that may download and execute the content of a CHM file, using the Microsoft Internet Explorer MS-ITS Protocol Zone Bypass Vulnerability
exploit described here