Microsoft has released a security bulletin (MS03-033) to alert its customers about a new vulnerability in Microsoft Data Access Components.
According to Microsoft, a vulnerability was found on the implementation of SQL-DMO library that allows a malicious SQL server to cause a buffer overflow in the client's application.
If you have any application that uses this functionality from a set of SQL servers, it is advised to apply the fix provided by Microsoft at http://support.microsoft.com/default.aspx?scid=kb;en-us;823718.