Hi Brian,
What happens if they put it in a zip file before sending it?
That should make your computer treat it different when you open it.
Also, what happens if they change the file name before sending it?
I'm trying to figure out a scenario where you have a different version cached somehow.
This is all assuming there is not a virus/spyware at work.
Are all of your virus/firewall/spyware programs up to date?
File Hippo is a good program for double checking the available updates for your computer.