On MSN messenger, you aren't allowed to send .EXE, .URL, .CFG etc files. Maybe you could write an addon for messenger which adds a few charecters on the end of it eg. application.EXEabc or link.URLabc etc. And when it receives a file with abc at the end of the extention it removes the abc when the file has been received. (Of course, the sender and recipient of the file would both need the program.)