Why? Windows will hide common file extensions in an attempt to not baffle the user. Unfortunately, in this case it may make matters worse. By default, Windows is configured to “hide the file name extension for known file types” — where the “extension” is the part of the file name after the last period. For example, a Microsoft Word document called “Example.doc” will just be displayed as “Example”.
Virus-writers know this, and will sometimes name their nasty program something like “Pictures.doc.exe”. In Windows this file name gets displayed as “Pictures.doc”. The recipient is fooled into thinking it’s a harmless Word document -- double-clicks on it and ends up running the malicious program.
Because the combinations of double extensions used by real viruses changes daily, MailScanner simply rejects all files with more than one period in the file name.
If you're the sender, you can re-name the file using a hyphen or underscore instead of a period, or give the file some other name entirely, it will usually be delivered OK.
If you're the recipient, reply to the sender and ask them to rename the file so it only contains one period in the filename, then send it again.