You will have to modify the registry. This can be found
in Microsoft Knowledge Base Article - 290497. I have
copied the revelant information below.
How to Customize Attachment Security Behavior
WARNING: If you use Registry Editor incorrectly, you may
cause serious problems that may require you to reinstall
your operating system. Microsoft cannot guarantee that
you can solve problems that result from using Registry
Editor incorrectly. Use Registry Editor at your own risk.
You can modify the attachment security behavior in
Outlook 2002 if you are using Outlook in one of the
following scenarios:
You are not using Outlook in an Exchange environment.
In an Exchange environment, the administrator has not
configured the Outlook Security settings to disallow
changes to the attachment security behavior.
In these scenarios, modify the attachment security
behavior by making a modification to the registry. To do
so:
Quit Outlook 2002, if it is running.
Click Start, and then click Run.
In the Open box, type regedit, and then click OK.
See if the following registry key exists. If it does,
skip to step 5.
HKEY_CURRENT_USER\Software\Microsoft\Office\10.0
\Outlook\Security
If the registry key does not exist, create it. To create
the registry key, locate and then click the following
registry key:
HKEY_CURRENT_USER\Software\Microsoft
Click the Edit menu, click New, and then click Key.
Type Office, and then press ENTER.
Click the Edit menu, click New, and then click Key.
Type 10.0, and then press ENTER.
Click the Edit menu, click New, and then click Key.
Type Outlook, and then press ENTER.
Click the Edit menu, click New, and then click Key.
Type Security, and then press ENTER.
Click the Edit menu, click New, and then click String
Value.
Type the following name for the new value:
Level1Remove
Press ENTER.
Right-click the new string value name, and then click
Modify.
Type the extension of the file type that you want to open
in Outlook 2002. For example:
..exe
To specify multiple file types, use the following format:
..exe;.com
Click OK.
Quit Registry Editor.
Restart your computer.
When you start Outlook 2002, you can open the file types
that you specified in the registry.
