The server is designed to block attachment types which are seen as a danger if they are not zipped up.
Some attachment types that are blocked are: .bat .src .exe .eml. The reason for this is that your mailbox would be flooded every day with viruses if this was not in place. A few attachments that are fine without zipping up are: .gif .jpg .html .pdf. Unfortunately, there is no way to turn this off so your only option is to zip your attachment.