Don't you just love Microsoft! (Rhetorical, no answer required)
The problem is caused by Outlook decided which format it is best to send emails in.
Outlook can be configured to prevent this happening, so if it keeps happening to you with emails from the same person, direct them to this site:
Meanwhile, just pop over to this site: http://mac.softpedia.com/get/Utilities/TNEFs-Enough.shtml
and download this little utility.
Follow the instructions and you will be able to open and read the email.
Let us know how you get on.
I have a 13" macbook pro, 4 gig ram, os 10.6.2. How can I open a winmail.dat file? Thanks!