A registry entry lets you customize the list of blocked files in Outlook 2003. See http://www.slipstick.com/outlook/esecup/getexe.htm#ol2002 for links to info and tools. That page also lists the options available for earlier versions.
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Sue Mosher, Outlook MVP
Outlook and Exchange solutions at http://www.slipstick.com
Author of
Microsoft Outlook Programming: Jumpstart
for Administrators, Power Users, and Developers