Outlook "hides" any .zip files in a directory when using the Insert File dialog in a new email message.

Optionally you can drag and drop the .zip the file onto the message window.
  
To prevent this nuisance disable Windows Compressed folders (assumes you are using 3rd party .zip software)
regsvr32 /u zipfldr.dll  
  
To enable:
regsvr32 zipfldr.dll