If you have Outlook and have installed any of the service packs, attachments such as .exe, .com and .zip are stripped from the messages. This was done mostly for "protection", although there are ways around it. It's sometimes a problem at work when a user needs to send a couple of files, and putting them into a zip file saves space and bandwidth, but Outlook won't let it go through. But name it something like "files.abc" and it'll go through without a problem.

Go figure.