You can't add associations via the File Types dialog like you could with
Vista. The easiest way would be to save a copy of the attachment to your
desktop and double-click it. Windows will then ask you what program you
want to open it with. If you make sure you tick the "Always use this
program" checkbox the association will be created. From this point on, you
should be able to open future EZM attachments from within Outlook.
It's usually a good idea, however, to save the file and virus-scan it before
opening it. Outlook blocks certain file types for this very reason.