Unfortunately, most non-Microsoft e-mail clients cannot decipher TNEF blocks. Consequently, when you receive a TNEF-encoded message with a non-Microsoft e-mail client, the TNEF part appears as a long sequence of hexadecimal digits, either in the message itself or as an attached file (usually named WINMAIL.DAT).

Sending Messages In Rich-Text Format
Article from Microsoft's Knowledge Base that describes how to control when MS-Exchange formats messages using TNEF.