we have to do that as well - if you re-name a file "dat", it bypasses the works server "undesirable file filter" (our server disallows mp3, wma, mpeg, swf, ppt, pps, etc.)
get her to tell you what the file was, preferably in the accompanying mail, then simply rename it when you get it.
It looks like your email system doesn't like email messages composed in html format. Is the file called WinMail.dat? if it is, and she is using Outlook 2003, there should be a drop down on the toolbar that says 'html'(in new message), get her to change it to 'rich text'.or go to tools, options, mail format, and the top drop down option changes it there (in the main outlook window).