http://blog.washingtonpost.com/securityfix/2006/09/guarding_against_the_new_ie_ex.html
The short version is that vgx.dll has been confirmed to be vulnerable in all versions of IE prior to 7 (no idea whether IE7 is, but its predecessors are.) If you're running Windows, you might want to go ahead and run the following command:
regsvr32 -u "%ProgramFiles%\Common Files\Microsoft Shared\VGX\vgx.dll
The short version is that vgx.dll has been confirmed to be vulnerable in all versions of IE prior to 7 (no idea whether IE7 is, but its predecessors are.) If you're running Windows, you might want to go ahead and run the following command:
regsvr32 -u "%ProgramFiles%\Common Files\Microsoft Shared\VGX\vgx.dll