Windows XP onwards was given a new facility Data Execution Prevention (DEP).
The following is from Microsoft help:
Data Execution Prevention (DEP) is a security feature that can
help prevent damage to your computer from viruses and other security threats.
Computer programs set aside a portion of your computer's memory
for data, and another portion for instructions that your programs use. Hackers
can try to trick programs into running (also known as executing) harmful data placed in your computer's memory as
if it were instructions. This could allow a hacker to take control of your
computer.
DEP can help protect your computer by monitoring your programs to
make sure that they use computer memory safely. If DEP notices a program trying
to run instructions from the portion of memory used for data, DEP closes the
program and notifies you.