In the news with the NSA and more as well as anyone that sends email with information is well, this can't end well. Your situation is only slightly worse but the sender should be able to delete them as they are on their skydrive or dropbox (you didn't tell.)
More at links:
My aged parent has used windows live mail to send me photos of documents containing confidential information - rather than simply emailing me the images the "system" seems to have uploaded them to a public server and emailed me thumbnail links instead.
As I am able to access these images with a simple URL with no password protection or other security could you please advise, as a matter of urgency, how I delete these images to prevent them falling into the wrong hands?
I am sure that microsoft would not create a service that allows users with no technical knowledge to unwittingly publish confidential information to the public domain but cannot find any obvious way to remove them.