Service Pack 1 introduced attachment security functionality into OE6. Unfortunately, it prevents alot of the common file extensions from being accepted.
As long as you have an up-to-date Anti-Virus program, you should be able to work around this. From OE, go to Tools->Options and click on the Security tab. Then, uncheck the box "Do not allow attachments to be saved or opened that could potentially be a virus." Press Apply and then OK.