I did try to send to myself outcome still same, seems like not sender list problem, any idea???

My next guess would be anti-virus. Maybe .lfe is blocked? It's not something I have seen before....

I would assume it has something to do with your rights in outlook. it may not want you opening an unknown extension file. 

I would check the options/settings for outlook to see if you find anything. I know I've read somewhere online about this type of setting existing. sometimes people will instead get a prompt every time they open a foreign file from an email and have to confirm to trust the file before opening.

Have you found that you're able to open other file types from Outlook?