You can remove/change the blocked file types
Here is how:
Exit Outlook 2002, if running.
Click the Windows Start button, and then click Run .
In the Open box, type regedit , and then click OK .
Check to see if the following key exists. If it does, skip to step 5.
HKEY_CURRENT_USER\Software\Microsoft\Office\10.0\Outlook\Security
If the key path does not exist, create the key path. To create the key path, navigate to and select the key:
HKEY_CURRENT_USER\Software\Microsoft
Click the Edit menu, click New , and then click Key .
Type Office and press ENTER.
Click the Edit menu, click New , and then click Key .
Type 10.0 and press ENTER.
Click the Edit menu, click New , and then click Key .
Type Outlook and press ENTER.
Click the Edit menu, click New , and then click Key .
Type Security and press ENTER.
Click the Edit menu, click New , and then click String Value .
Type the following name for the new value:
Level1Remove
Press ENTER.
Right-click the new string value name, and then click Modify .
Type the extension of the file type that you would like to access with Outlook 2002 as follows:
exe
To specify multiple file types, use the following format:
.exe;.com
When finished, click OK .
Exit the Registry Editor program.
Restart the computer.
Hope that helps