You will need to edit the registry.
at the run command type "regedit" and navigate to:
HKEY_LOCAL_USER\software\microsoft\office\10\security. add a new string value "Level1Remove" now click on the Level1Remove and modify then add exe;scr;mdb; etc ... for all the extensions separated by semi colon. If the "security" don't exist you add a new key then add the string value with the required parameters.
Once this has been edited, your .exe file will appeared in the attachment