Microsoft's official recommendation is that you have whomever sent you the file rename or zip it, and send it again. And, to be honest, that's probably still the safest approach overall.
Outlook tries to protect you from viruses by blocking access to files which have certain extensions, like ".exe", because they could carry a virus and infect your machine.
How to configure Outlook to un-block additional attachment file name extensions
Start the registry editor by pressing the Start button, Run, typing regedit and pressing OK.
In Registry Editor, expand, in turn:
HKEY_CURRENT_USER
Software
Microsoft
Office
11.0 (Office 2003. For Office XP, expand "10.0")
Outlook
Expand each entry by clicking on the boxed plus sign to it's left. If that's a boxed minus sign, then it's already expanded.
Now click on the Security entry.
On Registry Editor's menu bar, select Edit, New, and String Value.
Replace the default name of "New Value #1" with "Level1Remove".
Right-click on Level1Remove and select Modify.
Enter the list of file extensions that you want to gain access to. The list is semi-colon separated. For example if you wanted to allow access to both ".url" and ".exe" files, then you would enter ".url;.exe".
Exit Registry Editor, and you're done. You may need to restart Outlook if it was running while you were doing this.
How to configure Outlook to block additional attachment file name extensions
To add additional attachment file name extensions types that you want to block, you must add the Level1Add key to the registry. To do this, follow these steps.
For Outlook 2000
Follow these steps, and then quit Registry Editor:
1. Click Start, click Run, type regedit, and then click OK.
2. Locate and then click the following key in the registry:
HKEY_CURRENT_USER\Software\Microsoft\Office\9.0\Outlook\Security
3. On the Edit menu, point to New, and then click String Value.
4. Type Level1Add, and then press ENTER.
5. On the Edit menu, click Modify.
6. Type
, and then click OK.
Notefile_name_extensions is a list of the attachment file name extensions. Each attachment file name extension is separated by a semicolon. For example, type .zip; .gif if you want to block both .zip and .gif files from appearing in the e-mail message as an attachment.
Outlook 2002
Follow these steps, and then quit Registry Editor:
1. Click Start, click Run, type regedit, and then click OK.
2. Locate and then click the following key in the registry:
HKEY_CURRENT_USER\Software\Microsoft\Office\10.0\Outlook\Security
3. On the Edit menu, point to New, and then click String Value.
4. Type Level1Add, and then press ENTER.
5. On the Edit menu, click Modify.
6. Type , and then click OK.
Notefile_name_extensions is a list of the attachment file name extensions. Each attachment file name extension is separated by a semicolon. For example, type .zip; .gif if you want to block both .zip and .gif files from appearing in the e-mail message as an attachment.
If Outlook 2002 does not behave differently after you add the Level1Add registry value, click the following article number to view the article in the Microsoft Knowledge Base:
312834 ( The "Level1Add" registry key is missing from Outlook 2002
Additionally, you can add additional attachment file name extensions types that you want blocked by using system policies to add the following registry key for Outlook:
HKEY_CURRENT_USER\Software\Policies\Microsoft\Office\10.0\Outlook\Security
Outlook 2003
Follow these steps, and then quit Registry Editor:
1. Click Start, click Run, type regedit, and then click OK.
2. Locate and then click the following key in the registry:
HKEY_CURRENT_USER\Software\Microsoft\Office\11.0\Outlook\Security
3. On the Edit menu, point to New, and then click String Value.
4. Type Level1Add, and then press ENTER.
5. On the Edit menu, click Modify.
6. Type , and then click OK.
Notefile_name_extensions is a list of the attachment file name extensions. Each attachment file name extension is separated by a semicolon. For example, type .zip; .gif if you want to block both .zip and .gif files from appearing in the e-mail message as an attachment.
Remember: once you have enabled access to a particular file type, you are assuming responsibility for making sure that an attachment is safe before you open and/or run it.