The Virus or Smart pattern files of Trend Micro can detect malicious attachments. However, as an added security measure, Trend Micro's Messaging products include a feature to block or filter email attachments.

Below are the Trend Micro's Messaging products and their procedures to enable attachment blocking:

Worry-Free Business Security (WFBS) and ScanMail for Exchange (SMEX)

Detect the EXE file type inside a ZIP or compressed file using the Attachment Blocking feature available in WFBS and SMEX by following the article Blocking EXE file within a ZIP file using the Attachment Blocking of WFBS and SMEX.

Filter the EXE file type within an encrypted or password-protected file in WFBS and SMEX by following the article Blocking an encrypted or password-protected file in WFBS and SMEX.

InterScan Messaging Security

For InterScan Messaging Security products, you can block EXE files inside a ZIP file.

You may also detect password-protected ZIP files in InterScan Messaging Security.

You may refer to the article Common file types used by malware as email attachment for more information.