Outlook blocked access to the following potentially unsafe attachments

Sometimes you may receive this message when receiving email from others with a file attached it.
To deal with it if changing security settings of your exchange server admin isn't an option, there are a few steps to get rid of this message:

1. Exit Outlook if it is running.
2. Click Start, and then click Run. Copy and paste (or type) the following command in theOpen box, and then press ENTER:
   regedit
3. Verify that the following registry key for your version of Outlook exists. 
   Microsoft Office Outlook 2010
   HKEY_CURRENT_USER\Software\Microsoft\Office\14.0\Outlook\Security
   Microsoft Office Outlook 2007
   HKEY_CURRENT_USER\Software\Microsoft\Office\12.0\Outlook\Security
   Microsoft Office Outlook 2003
   HKEY_CURRENT_USER\Software\Microsoft\Office\11.0\Outlook\Security
   Microsoft Outlook 2002
   HKEY_CURRENT_USER\Software\Microsoft\Office\10.0\Outlook\Security
   Microsoft Outlook 2000
   HKEY_CURRENT_USER\Software\Microsoft\Office\9.0\Outlook\Security
   If the registry key exists, go to step 5.
   
   If the registry key does not exist, follow these steps to create it:
   1. Locate, and then click the following registry key:
      HKEY_CURRENT_USER\Software\Microsoft
   2. Under Edit, click New, and then click Key.
   3. Type Office, and then press ENTER.
   4. Under Edit, click New, and then click Key.
   5. For Outlook 2010, type 14.0, and then press ENTER. 
      For Outlook 2007, type 12.0, and then press ENTER. 
      For Outlook 2003, type 11.0, and then press ENTER. 
      For Outlook 2002, type 10.0, and then press ENTER. 
      For Outlook 2000, type 9.0, and then press ENTER.
   6. Under Edit, click New, and then click Key.
   7. Type Outlook, and then press ENTER.
   8. Under Edit, click New, and then click Key.
   9. Type Security, and then press ENTER.
4. Under Edit, click New, and then click String Value.
5. Copy and paste (or type) the following name for the new value:
   Level1Remove
6. Press ENTER.
7. Right-click the new string value name, and then click Modify.
8. Type the file name extension of the file type that you want to open in Outlook. For example:
   .exe
   To specify multiple file types, use the following format:
   .exe;.com
9. Click OK.
10. Exit Registry Editor.
11. Restart your computer.

the source link for this solution is :http://support.microsoft.com/kb/829982