In a nutshell, there is a vulnerability in http.sys, the driver underlying IIS and any other service listening for HTTP on Windows (SSRS, IIS, etc). A manipulated Range header can cause the server to BSoD. Microsoft has released a patch.
If you are running a public facing web server on Server 2008R2 and up, you may be vulnerable to this.
Here is a screen grab where I BSoD'd this 2012R2 VM after a few tries of the command:
http://i.imgur.com/waJCVxi.jpg
Options to fix:
1. Patch
2. Disable kernel mode caching
3. Write and iRule to scrub out the Range header.
Reference material:
CVE-2015-1635 - RCE in Windows HTTP.sys : netsechttps://technet.microsoft.com/library/security/ms15-034