The problem is NOT related to the "you can't send file X"...
This is a new component for windows, something that protects your pc against vulnerable files (i doubt why Microsoft thinks that MP3's are vulnerable.. but hey...)
You can uninstall this "update", it's probably under the Software (in the Control Panel)..
To avoid these warnings, just go to the My Received Files folder, and open it from here.. Mostly works fine