Cannot open mail EXE,.. attachments

There is implemented in Outlook 2002 protection avoiding potencial risk of attached executable programs or scripts,
Level1 security. Inserting of key in registry enables list of extensions:

$$$
HKEY_CURRENT_USER\SOFTWARE\Microsoft\Office\10.0\Outlook\Security\Level1Remove=.exe;.com

For more information in http://support.microsoft.com, searck Level1Remove key word.

Note that after WinXP SP2 bahaves differently, opening is forbidden, it's necessary to save to disk first.