If he's running anything Symantec on his computer suspect that right away, disable it and try again.
More seriously, it's more than likely if he is running the same firewall and virus software as the rest of you then some setting must be tweaked on that computer that is causing the issue.
Is he not getting the attachment at all, or is he getting the attachment with a greyed out paperclip that he can't access? If that is the case it is Outlook that is blocking the attachment, and you would need to adjust the "dangerous file type" list in the registry on that computer.
It is also possible that something he has different in his mail account settings on that computer is introducing something into the headers that is causing either the incoming or outgoing mail server to be suspicious and it (or some virus protector running on the server) is stripping off the "potentially unwanted attachment".
One thing you could do is go to the computer of the user who gets no attachments. Right click on a message from someone else and choose "options". Then go down and examine the message headers in the box at the bottom. Now go to the "bad" message with the missing attachments and do the same. Compare the message headers and look for differences, or look for a header that says "attachment removed by spam-buster" or some such thing to see where it's happening.
If there are differences in the message headers review his E-mail account setup. If there is a "spam-buster removed..." line then check the settings for that program. Otherwise it is probably some external program doing the deed.
One other thing you can try is to click on the "bad" message and choose "Add Sender to Safe Senders List" and see if that helps.