A good place to start would be to identify the extensions and their associated application(s):
FILExt.

By default, most modern mail clients come with built in attachment filtering turned on, but this is not a fail safe, just a first line of defense. A good, properly configured firewall is a must in today's high tech world, as is a reliable anti virus. Both will scan incoming mail for indicators, such as file extensions, common patterns and other heuristics.