Below is a simple way to get rid of that error.  This was primarily taken from a Microsoft knowledgebase article (http://support.microsoft.com/kb/829982)

Follow these steps to modify the registry and alter Outlook’s attachment security behavior on your computer.

1. Exit Outlook if it is running.
2. Click Start, and then click Run. Copy and paste (or type) the following command in the Open box, and then press ENTER:
   regedit
3. Verify that the following registry key for your version of Outlook exists.
   Microsoft Outlook 2000
   HKEY_CURRENT_USERSoftwareMicrosoftOffice9.0OutlookSecurity

   Microsoft Outlook 2002

   HKEY_CURRENT_USERSoftwareMicrosoftOffice10.0OutlookSecurityMicrosoft Office Microsoft Office Outlook 2003

   HKEY_CURRENT_USERSoftwareMicrosoftOffice11.0OutlookSecurity

   Microsoft Office Outlook 2007

   HKEY_CURRENT_USERSoftwareMicrosoftOffice12.0OutlookSecurity

   Outlook 2010

   HKEY_CURRENT_USERSoftwareMicrosoftOffice14.0OutlookSecurity

   If the registry key exists, go to step 5.

   If the registry key does not exist, follow these steps to create it:

   1. Locate, and then click the following registry key:
      HKEY_CURRENT_USERSoftwareMicrosoft
   2. Under Edit, click New, and then click Key.
   3. Type Office, and then press ENTER.
   4. Under Edit, click New, and then click Key.
   5. For Outlook 2000, type 9.0, and then press ENTER.
      For Outlook 2002, type 10.0, and then press ENTER.
      For Outlook 2003, type 11.0, and then press ENTER.
      For Outlook 2007, type 12.0, and then press ENTER.
      For Outlook 2010, type 14.0, and then press ENTER.
   6. Under Edit, click New, and then click Key.
   7. Type Outlook, and then press ENTER.
   8. Under Edit, click New, and then click Key.
   9. Type Security, and then press ENTER.
4. Under Edit, click New, and then click String Value.
5. Copy and paste (or type) the following name for the new value:
   Level1Remove
6. Press ENTER.
7. Right-click the new string value name, and then click Modify.
8. Type the file name extension of the file type that you want to open in Outlook. For example:
   .exe

   To specify multiple file types, use the following format:

   .exe;.com
9. Click OK.
10. Exit Registry Editor.
11. Restart your computer.

When you start Outlook, you can open the file types that you specified in the registry.

Note We recommend that you enable only the file types that you have to have. If you rarely receive a particular file type, we recommend that you give Outlook temporary access to the file type that is in question. Then, reconfigure Outlook to block the file type by undoing the changes to the registry. For more information about how you can configure Outlook to block attachment file name extensions that Outlook does not block by default, click the following article number to view the article in the Microsoft Knowledge Base: