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Alright, here goes;
1. Make sure Outlook is closed.
2. Open your registry editor by opening the Run command and type regedit (regedt32 for Windows 2000).
In Windows Vista and Windows 7 youcan also directly type regedit in the Start Menu’s Search box.
3. Locate the following key
* Outlook 2000
[HKEY_CURRENT_USER\Software\Microsoft\Office\9.0\Outlook\Security]
*Outlook 2002
[HKEY_CURRENT_USER\Software\Microsoft\Office\10.0\Outlook\Security]
* Outlook 2003
[HKEY_CURRENT_USER\Software\Microsoft\Office\11.0\Outlook\Security]
* Outlook 2007[HKEY_CURRENT_USER\Software\Microsoft\Office\12.0\Outlook\Security]
* Outlook 2010
[HKEY_CURRENT_USER\Software\Microsoft\Office\14.0\Outlook\Security]
4. Go to Edit-> New-> String Value andname the value Level1Remove (case sensitive!)
5. Double-click on the newly created value and enter the extension including the "dot" that you want to open in Outlook. For instance .exe
If youneed to enter more than one extension you'll have to type separate them by a semicolon like this; .exe;.bat;.url
6. Press OK on the input box and close the registry editor
7. When you opennow Outlook, the attachments which hold those extensions aren't blocked by Outlook anymore.
To let Outlook block those extensions again follow the instructions again but instead of creating theLevel1Remove value delete it.

Bien, aquí va;

     Asegúrese de que Outlook está cerrado.
     Abra el Editor del Registro, abra el comando Ejecutar y escriba regedit (regedt32 en Windows 2000).     En Windows Vista y Windows 7 también se puede directamente escriba regedit en el cuadro Buscar del menú Inicio.
     Busque la siguiente clave
         Outlook 2000
         [HKEY_CURRENT_USER \Software \ Microsoft \ Office \ 9.0 \ Outlook \ Security]
         Outlook 2002
         [HKEY_CURRENT_USER \ Software \ Microsoft \ Office \ 10.0 \ Outlook \ Security]
         Outlook 2003...