1. The server is designed to block attachment types which are seen as a danger if they are not zipped up.
Some attachment types that are blocked are: .bat .src .exe. The reason for this is that your mailbox would be flooded every day with viruses if this was not in place. A few attachments that are fine without zipping up are: .gif .jpg .html .pdf. Unfortunately, there is no way to turn this off so your only option is to zip your attachment (right click on the file in Windows and choose the zip option).
2. Another reason could be the size of the attachment if you're sending an attachment that is 50 MB or larger, it will fail due to the size.
If you are sending it from webmail this limit is less than 50 MB. A better option to get around these limits would be to upload the file to your site and give out the link instead. You could even password protect so the public cannot view or access the file.