If you have DEP capable CPUs such as the later offerings by Intel and AMD
and if you have DEP fully enabled in WIndows, according to the reports the
WMF exploit cannot affect you.

To quote SANS:

"With Windows XP SP2, Microsoft introduced DEP. It protects against a wide
range of exploits, by preventing the execution of 'data segements'. However,
to work well, it requires hardware support. Some CPUs, like AMD's 64 Bit
CPUs, will provide full DEP protection and will prevent the exploit."