By default, Microsoft Outlook prevents you from opening file attachments that are potentially "malicious". These include .EXE files which are programs or applications that launch when you click on the attachments. The danger is that somebody could write a program and when you click on it, your entire hard drive would be erased, or something like that. For the general public it's a good idea not to allow .EXE files for incoming emails. However, this is a big inconvenience if you really need to receive a legitimate executable from a friend or colleague.
One solution is to have the sender put the .EXE file in a Zip file and then send it. Outlook allows Zip files which is basically a container of compressed files that you can put anything inside of. You would then receive the file and unzip it. Basically, you would just click on the zip file and it would open like a folder in Windows Explorer, upon which you could get to your .EXE file. That's a lot of extra steps and is a hassle if you are often dealing with sending and receiving executables.
The other way is to disable the blocking of .EXE files. This involves editing the Windows Registry. There is a registry key where you can specify file extensions to allow. The key is:
HKEY_CURRENT_USER\Software\Microsoft\Office\11.0\Outlook\Security\Level1Remove
Change the key to include .EXE.
Outlook by default blocks several other file extensions. You can specify more than one by adding a semicolon between each one like this:
.mdb;.exe;.bat;.com;
Here is the export of my registry key. You can cut and paste it into a text file with a .reg extension and import it into your registry. Just edit the "Level1Remove"=".mdb;.exe;.bat;.com;" line to contain the specific extensions that you want to allow.
Windows Registry Editor Version 5.00
[HKEY_CURRENT_USER\Software\Microsoft\Office\11.0\Outlook\Security]
"Level"=dword:00000003
"UseCRLChasing"=dword:00000001
"OutlookSecureTempFolder"="C:\\Documents and Settings\\root\\Local Settings\\Temporary Internet Files\\OLK8\\"
"Level1Remove"=".mdb;.exe;.bat;.com;"
So, now you can receive any type of file in Outlook 2003 by specifying the extension in this registry key. But be careful, because by allowing .EXEs you open yourself up to potentially dangerous applications. Make sure you know what you are clicking on is safe before doing so.