Unfortunately some of the non Microsoft Exchange dependant email clients such as Microsoft Live Mail and Thunderbird are unable to process (open) attachments sent from Outlook via Exchange in Rich Text format (RTF). What Outlook/Exchange does is create a dat file which includes instructions with the outgoing email regarding the formatting of RTF emails and attachments. Unfortunately some of the widely used and awesome non-Outlook email clients are unable to ‘understand’ the dat file and therefore don’t show the attachments or formatting on these unprocessed emails (in Thunderbird you’ll see the attached dat file however in Windows Live Mail the application will tell you that there is an attachment however you won’t see or be able to open it).
Unfortunately your only solution is to either use an email client which accepts the dat file from Outlook/Exchange or ask the Outlook sender to send emails in plain text or html formats (both Thunderbird and Microsoft Live Mail work very well with plain text and HTML emails).
P.S. I have tested this on Google Gmail (Online), IBM Lotus Notes, Hotmail.com (Online), Mozilla Thunderbird, Microsoft Outlook and Microsoft Live Mail. Gmail, IBM Lotus Notes, Hotmail.com and Microsoft Outlook are able to process and display the RTF messages and attachments with no problem whereas Microsoft Live Mail and Thunderbird are unable to process the messages or attachments correctly.