source: http://www.securityfocus.com/bid/3271/info

Microsoft Outlook Express 6 contains a new security feature which prevents users from opening potentially harmful file attachments.

A vulnerability exists which allows a file embedded within an HTML frame in an email message to bypass the dangerous file attachment type security feature. When a message containing an attachment embedded in this way is opened or previewed, the user is automatically prompted to open or save the attachment.

If the user attempts to open the file immediately, the action will fail. However, an assembler coded .exe attachment which has had it's extension changed to .bat will execute immediately. Regardless of the extension type, the user is able to save the attachment to disk. 

https://github.com/offensive-security/exploit-database-bin-sploits/raw/master/bin-sploits/21096.zip