Found this in the help section of Hotmail.
Cannot download attachment
If you have sent or received an attachment that is not supported by Windows Live Mail, you will not be able to download the attachment.
You can't add or download files with the following extensions as attachments:
.ade
.adp
.asp
.bas
.bat
.chm
.cmd
.com
.cpl
.crt
.exe
.hlp
.hta
.inf
.ins
.isp
.its
.js
.jse
.lnk
.mdb
.mde
.mdt
.mdw
.msc
.msi
.msp
.mst
.pcd
.pif
.reg
.scr
.sct
.shb
.shs
.tmp
.url
.vb
.vbe
.vbs
.vsd
.vsmacros
.vss
.vst
.vsw
.ws
.wsc
.wsf
.wsh
Tip
To send a restricted file type as an attachment, compress it using WinZip or a similar compression program.
Thank you very much.
Saved to my hard drive.
It got to me when I could not find information the second time.