It has been discovered that certain e-mail messages cause Outlook to create Windows shortcut-like attachments or messages within Outlook. Through specially crafted TNEF streams with certain MAPI attachment properties, it is possible to set a path name to files to be executed.
You can download this advisory from the following link: https://packetstormsecurity.com/files/download/91815/outlook-exec.txt
Source: https://packetstormsecurity.com/files/91815/Outlook-PR_ATTACH_METHOD-File-Execution.html