Adobe files arriving as .zip file and unable to open

Hi - Some adobe pdf documents I receive as attachments arrive and have converted to .zip files before they arrive. Others arrive just fine. Why is this happening and how do I stop it! I am unable to save them as another type of document or open them.  This occurs whether I try to open them from within the email or save it to a folder.  The message that I get is \AppData\Local\Michrosoft\Windows\TemporaryInternetFiles\Content.IE5\2EPY1A4V\Payment_Advice

Note - Payment_Advice is just the name of the file.  I have tried to open these on a variety of computers and operating systems on Mac, Windows 7, Windows 8 and even from within a Go Daddy email account -- HELP!