I have a vague feeling that DRM is to blame to the success of this outbreak. DRM sometimes requires an application to run alongside that mp3 to authorize the computer and/or decode the mp3, people have come accustomed to running said applications to play the mp3s. Most of these people who run this 'exe' file are not technically inclined and don't know when to draw the line between DRM and a virus nowadays.
We now have a situation where people no longer CAN know the difference if an MP3 will play without this exe because of what the studios and corporates with their own DRM have caused.
Soon enough if DRM is allowed to continue going out of control like this, we will get situations where nobody, not even the IT people will know when some "DRM player", "DRM system authorizer", etc is really a virus. Refer to the Sony rootkit incident for example, people didn't know that sony was installing something akin or worse(?) than a virus with this system until it was months into the situation.
Do we really know what Windows Media player does behind the scenes nowadays? Do we really know what iTunes/Quicktime does behind the scenes nowadays? Do we really know what ANY DRM-enabled player does behind the scenes nowadays? I wager not, and of course, the source code cannot be released for review due to the fact corporates forbid it as it would release their "trade secrets", which there are laws protecting.
Until DRM is totally eliminated, this problem will just escalate.