Attachment Blocking
Outlook 2000SR1 introduced a new security feature to block attachment types which were considered unsafe. Ever since Outlook 2002 that feature has been standard. If you receive an e-mail message that contains one of the blocked file types, you may receive the following warning message:
Outlook blocked access to the following potentially unsafe attachments: [...]
Although Outlook has blocked access to the attachment, the attachment still exists in the message. The following Microsoft Knowledge Base article details how to customize your Outlook settings to specify which attachment types should not be blocked.
Please note, this has little to do with the Exchange server. The server has not blocked access to your attachment, Outlook has.
829982 You may receive an "Outlook blocked access to the following potentially unsafe attachments" message in Outlook
The article provides a procedure for editing the registry on the client workstation to include or exclude certain file types from the list of dangerous file types which are blocked.
Add a registry string value under HKEY_CURRENT_USER\Software\Microsoft\Office\<VERSION>\Security called Level1Remove and add the extensions you want with leading dots and trailing semicolons like:
.pst;.rar