If Outlook is currently telling you “Outlook blocked access to the following potentially unsafe attachements .exe” and you need access to that document. You can let the person who sent you that document know that they need to zip the file before they send it or you can set you Outlook to allow you access. All you have to do is follow this link and Microsoft does a great job of walking you through how to make this happen. You will need to do a reboot.
Heres the link http://support.microsoft.com/kb/829982