I've known GMail to block executable files as attachments so I sent across a help file to a co-worker with a Hotmail account.
I haven't used Hotmail in a while so I'm not aware of the latest 'upgrades' that they provide but they've decided to incorporate a few GMail-like (or Outlook-like) blocking features too. Now, blocking an executable is understandable, but a simple CHM help file is blocked too. To an end user, a CHM file is just another document - it is comparable to an MS Word document or Adobe PDF.
It gets a bit annoying when you expect something to work and it doesn't. I wonder if the paid service from Hotmail is any better. I know for certain that MS Outlook isn't a hot favorite because it blocks attachments, but there are ways around that. To unblock attachments in Outlook 2007, go to the registry key HKEY_CURRENT_USER\Software\Microsoft\Office\12.0\Outlook\Security\Level1Remove and add in the extensions that you want to unblock (in semicolon-separated-value format).