Troj_Embed.BA Trojan may be downloaded unknowingly by a user when visiting malicious Web site(s).

It exploits the following vulnerability in certain versions of Microsoft Office and Microsoft Works to allow the execution of malicious code:

Vulnerability in Microsoft Word Could Allow Remote Code Execution

It contains an embedded MFC executable which is detected by Trend Micro as TSPY_ONLINEG.UBG. If the vulnerability is successfully exploited, the said file is executed.

Technical details can be found at this Trend Micro page.