Windows Mail blocks certain types of file attachments that are commonly used to spread e‑mail viruses, such as files with the following file name extensions: .exe, .pif, and .scr files. If Windows Mail blocks an attachment in an e‑mail, the Information bar will display a message letting you know that it has done so and list the attachment that has been blocked.
Although it's not recommended, you can enable access to blocked attachments. This should only be done by advanced users, and only with an up-to-date virus checker running.
Open Windows Mail by clicking the Start button , clicking All Programs, and then clicking Windows Mail.
Click the Tools menu, and then click Options.
Click the Security tab, clear the Do not allow attachments to be saved or opened that could potentially be a virus check box, and then click OK.
Any open messages containing blocked attachments must be closed and reopened after changing this setting before you'll be allowed to save or open their attachments.