>>>Bit early for the techies
Except for those of us who haven't gone to bed yet ;-)
>>>Buenchico is the man for this
No he's not! (ChuckFickens is our techie expert!)
The message referred to in your question more usually occurs when receiving files. However it's possible that the solution might be along the same lines:
Go to Menus > Safety Options and click on the Security tab.
For a 'receiving' problem you'd need to remove the tick next to "Do not allow attachment to be saved or opened that could potentially be a virus". Perhaps there's something similar related to sending? (I'm fumbling in the dark here, 'cos I don't actually use Widows Live Mail).
Hoping this helps,
Chris