According to Microsoft, poorly written Desktop Gadgets used in Windows 7 and Vista can open new security holes which malware can use to exploit your system!
Currently they have released an update which will act as a temporary work around until they find a permanent fix. But to be on the safe side, you better turn them off.
To disable Windows gadgets, go to Start > Control Panel > Programs > Turn Windows Features on or Off and un-tick Windows Gadget Platform :
- Source : The Verge