If you want it idiot proof, use the macro to remove the attachment.
Private Sub Application_ItemSend(ByVal Item As Object, Cancel As Boolean)
Dim iAtt As Integer
Dim strMsg As String
If Item.Attachments.Count > 0 Then
For iAtt = 1 To Item.Attachments.Count
If Right(UCase(Item.Attachments(iAtt).fileName), 4) = "XLSM" Then
strMsg = "You may not send 'xlsm' format files." & "The attachment has been removed."
MsgBox strMsg, vbCritical + vbMsgBoxSetForeground, "Blocked Attachments"
Item.Attachments.Remove iAtt
Cancel = True
Exit For
End If
Next iAtt
End If
lbl_Exit:
Exit Sub
End Sub