If you are trying to receive a file such as one with a chm or exe extension, Windows Live Mail will block the attachment. You can disable this functionality so that you can receive your attachment.
1. Open Windows Live Mail.
2. Go to the menu, click on Tools and select Safety Options.
3. Select the Security tab.
4. Uncheck the Do not allow attachments to be saved or opened that could potentially be a virus checkbox.
5. Click the OK button.