1. Download any video with the extension .wmv and MIME type video/x-ms-asf
2. Try to open it by double-click
3. Get this warning:

----
The filename "yourfile.wmv" indicates that this file is of type
"Microsoft-WMV-Video". The contents of the file indicate that the file is of
type "Microsoft-ASF-Video". If you open this file, the file might present a
security risk to your system.

Do not open the file unless you created the file yourself, or received the file
from a trusted source. To open the file, rename the file to the correct
extension for "Microsoft-ASF-Video", then open the file normally. Alternatively,
use the Open With menu to choose a specific application for the file.
----

The warning appears because the MIME type is video/x-ms-asf. So this is not
really a bug, but all of my .wmv video files have this mime type (I think
normally it should be video/x-ms-wmv). You can open it by right click and
choosing the video player or by renaming the files, but this is annoying.
Can't the extension .wmv be connected with both MIME types video/x-ms-wmv AND
video/x-ms-asf? I do not think there is any security risk in this case.