By default, Outlook XP (part of Office 2002) won't allow you send or receive certain types of attachments. The rationale is that these documents can contain viruses or other harmful code, but the fact that Outlook doesn't let you disable or at least customize this feature is just plain stupid. Here's how to do it:
1. Open the Registry Editor.
2. Expand the branches to HKEY_CURRENT_USER\Software\ Microsoft\Office\10.0\Outlook\ Security
3. Create a new string value by selecting New and then String Value from the Edit menu.
4. Name the new value Level1Remove.
5. Double-click the new Level1Remove to edit it, and enter the filename extensions you'd like to stop Outlook from blocking. Extensions should be typed in lower case, without the dots (.), and separated by semicolons (

. For example, type
exe;mdb;vbs
to allow .exe, .mdb, and .vbs attachments, respectfully.
6. Click Ok and then close the Registry Editor when you're done. You may have to restart Outlook for this change to take effect.