Unsafe Attachements

I have a LAN fo 10 Windows 2000 cleint machines, Exchange Server 5.5, Winnt4.0 Server. I have trouble sending certain file types such as .exe or so from Microsoft Outlook 2000. Outlook blocks this attachment from sending and receiving. I have lookedinto the Help section on Outlook, but it says outlook blocks certain file types for security.
However, can I turn this cookies or security off somehow so that I can sen the file attachments to my users.
Can you help me to solve this problem.

Thank you

Robin