This isn't a new attack vector, but I’ve found many malicious RAR SFX files in the wild for a few weeks. An “SFX” file is a self-extracting archive that contains compressed files and is wrapped up with some executable code to decompress them on the fly. The final user receives an executable file (PE file) that can be launched with the need to install a specific tool to decompress the content.  This technique has been used for a while by attackers, and even more interesting, the self-decompression routine can launch any executable (another executable, a script, …)[1]