Malware
Malware authors target bugs, or loopholes, to exploit. A common method is exploitation of a buffer overrun vulnerability, where software designed to store data in a specified region of memory does not prevent more data than the buffer can accommodate being supplied. Malware may provide data that overflows the buffer, with malicious executable code or data after the end; when this payload is accessed it does what the attacker, not the legitimate software, determines.
BitTorrent
Several studies on BitTorrent have indicated that there exist files, containing malware, available for download via BitTorrent. In particular, one small sample indicated that 18% of all executable programs available for download contained malware. Another study claims that as much as 14.5% of BitTorrent downloads contain zero-day malware, and that BitTorrent was used as the distribution mechanism for 47% of all zero-day malware they have found.