Why is Windows Live Mail prohibiting perfectly harmless attachments?

I received a job recommendation as an attachment that opened without problem. When I went back in to download and make copies, Windows live Mail had blocked it as a prohibited file type. Something about being a potentially dangerous email. Now I can't access, see, or download it. Their solution was to allow all emails to be automatically seen and opened, potentially opening my computer to anyone sending an email. As I have lately had a few emails misclassified as junk even though they were sent by someone on my contact list, I need a happy medium between receiving wanted emails and having to allow all emails (including true harmful junk) in order to get the ones I truly need.