Could be security settings on Exchange; attachments can be stripped by filename extension. But that probably would not discriminate against a particular user... One of the Outlook service packs introduced fairly aggresive policies with regard to attachments, but again if all Outlook installations are patched to the same level, you wouldn't expect differing behaviour. I wonder if the rogue PC has a particular virus checker installed...?
Anyway, try the zip method; should get through, unless it is indeed a virus checker problem.