When you attach a file to an e-mail, you are actually sending two: one being the actual data file, and the other being a "Resource Fork" file (click here to learn more about the Resource Fork and it's purpose). Generally speaking, this isn't an issue for Mac users, because the resource fork file is invisible to the sender and recipient. However, when sending the e-mail to a Windows user, it can become slightly annoying because they actually will see both files. I would speculate that most would try to open the resource fork file, find that they can't and simply ignore it, while others may ask the sender what it is.

It order to make it easier on these users, you may want to simply disable this feature. To do this in Mail, go to Edit > Attachments > Always Send Windows Friendly Attachments. In Microsoft Entourage, you can disable this by going into Preferences > Mail & News Preferences > Compose. In the "Attachments" section, choose "Encode for Any Computer (AppleDouble)", or if this doesn't work, try "Encode for Windows (MIME/Base 64)".