If you use Windows Live Mail to send/receive emails, you might be aware of its attachment blocking feature. It doesn't allow to send/receive some pre-defined file types as attachments. A few of them are as following:
.com
.hlp
.lnk
.msc
.scr
.vb
.chm
.cpl
.exe
.msi
.reg
.tmp
.bat
.cmd
.inf
.url
.vbs
Above are a few frequently used file types which are blocked by Windows Live Mail. Whenever you try to send a mail containing any of these file types, the mail is not delivered. Also if you receive a mail containing any of these file types, Windows Live Mail blocks the file and shows following message at top:

You can't download the file as all options are disabled. If you want to fix this problem and want to disable this blocking feature, then follow these simple steps:
1. Press "Alt" key to show Menubar in Windows Live Mail and go to "Tools -> Safety options...".
2. Now go to "Security" tab and uncheck the option "Do not allow attachments to be saved or opened that could potentially be a virus."

Apply it and you have done.
Now Windows Live Mail will no longer block any attachment and you'll be able to send/receive any kind of file types in mails.
This article was posted by VG in following section: Troubleshooting, Windows Live.
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Jeet Chowdhury
Hi, How To Setup POP3 In Outlook Or Thunderbird Using Live Mail?
Alan Taylor
Your route did not work. I did not get menubar on pressing Alt.
My route:- Alt>F(at top left of page)>Options>Safety Options>Security Tab>Uncheck "Do not allow attachments to be saved or opened ..........virus">Apply>OK