Window's Blocking Files

[HexVenus]

I run win XP and over the last 2 days windows has been randomly blocking
MP3's that my brother is sending me over MSN. Some will work, some wont.

When I try to open the file from the MSN Chat Window I am presented with a
box that reads "Windows is blocking this file because it thinks it could be
potentially harmful". It gives me no option to reverse this, only an OK
button.
It gives the option of finding out what this is about, which I have clicked
and read through. The information states that I can manually unblock the
files by locating them, right clicking and selecting "Unblock" however the
files it is blocking have seemingly disappeared from my pc. No amount of
searching has recovered these files.

What the hell is going on, how can I fix this and can I stop it from
happening in the future.

 

[Mark L. Ferguson]

If you are using Outlook Express, there is a checkbox for that in OE, Tools
menu, Options, Security tab.

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Mark L. Ferguson
..

 

[Brandias]

you can also try saving to a jumpdrive (or floppy) by right clicking on the
file as it is sent to you, and doing save-as

Later when you open the storage area (ie, my computer and whatever you put
it on) you can just drag and drop right into your music area.

 

[HexVenus]

Thanks, but I dont us IE... I use FireFox.
I checked, and there is no option for this in firefox.

Any idea why windows is only blocking SOME files?

Thanks in advance!