This is a Windows issue, and I found the solution at a MS website. It
involved some registry tweaking. Here is the solution:

Additionally, the following note is inserted in the body of the e-mail
message:

Note: To protect against computer viruses, e-mail programs may prevent
sending or receiving certain types of file attachments. Check your e-mail
security settings to determine how attachments are handled.

If you do not want to display this note in the body of e-mail messages or if
you want to create your own warning message, add the following String value
to the registry:
HKEY_CURRENT_USER\Software\Microsoft\Windows\Curre ntVersion\Policies\System\WarningMsgInBody
To do so:

WARNING: If you use Registry Editor incorrectly, you may cause serious
problems that may require you to reinstall your operating system. Microsoft
cannot guarantee that you can solve problems that result from using Registry
Editor incorrectly. Use Registry Editor at your own risk.
1. Click Start, and then click Run.
2. In the Open box, type regedit, and then click OK.
3. Locate, and then click the following registry key:
HKEY_CURRENT_USER\Software\Microsoft\Windows\Curre ntVersion\Policies\System
If this registry key does not exist, create it. To do so:a. Click the
following registry key:
HKEY_CURRENT_USER\Software\Microsoft\Windows\Curre ntVersion\Policies
b. On the Edit menu, point to New, and then click Key.
c. Type System, and then press ENTER.

4. On the Edit menu, point to New, and then click String Value.
5. Type WarningMsgInBody, and then press ENTER.
6. On the Edit menu, click Modify.
7. Verify that the Value data box is blank, and then click OK.
8. Quit Registry Editor.

If you want to display the note in the body of e-mail messages, type a value
in the Value data box of the WarningMsgInBody registry value. For example,
type 1. After you do so, the note is inserted in the body of e-mail
messages.