Hi Scot,
this is the security of outlook, it will only save your pc.
But you can disable this security by creating a new key in the registry
START | RUN | REGEDIT | OK
Locate the following key
HKEY_CURRENT_USER\Software\Microsoft\Office\10.0\Outlook\Security
RIGHT CLICK in the right window
NEW | KEY| Please name the new key LEVEL1REMOVE
And now you could disable the locking files by typing your suffixes in the
value field for expamle:
*.html; *.htm; *.lnk and so on and so on

Because secure versions of Outlook block shortcut files, I recommend that
you use a little free add-in for Internet Explorer when you want to send
someone a link to a page. You can get MailTo_URL from
http://www.slipstick.com/addins/gallery/index.htm#mailto. It adds an "Email
Page" command to the right-click menu in IE and uses the title of the page
for the subject of the mail message.

Make sure that the registry entry you create to tell IE where to find the
application matches the location where you save the program.