Have you ever received an attachment or file that you cannot open?  The problem is likely that you do not have the right program to open the file.  What you need to do is find out what program you need, and install it.  The other option is to have someone convert the file into something you can use.  Here are a few examples:

.XLS – Excel Files.  You can use the free viewer from Microsoft.
.PPT – Powerpoint Files.  You can use the free viewer from Microsoft.
.PDF – Acrobat Files.  You need the free Acrobat Reader.
.RM – Real Media.  You need Real Player to watch these movies.
.ZIP – Compressed Files.  You need Winzip to open them.
.MOV – Quicktime Movie.  You need Quicktime to watch them.

You can also use Google to search for the file extension, and see what program opens it.