files containing web llinks

[mr.nasty () ix netcom com]

I know this is a dumb question and I probably should know the answer or it's something so obvious I just can't see it.

I've seen image files and movie (mpg, etc) files that when opened will open a web browser to a specific web site.

Two questions.

1) when you encounter a file like this how can you tell or how can you remove the link from opening a web browser?

2) how is this done.

I've tried searching google and security focus but get a lot of php type of results here and html tag explanation from 
google.  I don't think this is a tag so much as it is something in the way the file is saved or configured.

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