Exe inside a Zip -- will some firewalls reject it.

I have been told by people at some companies that they cannot receive
email with attachmented zip files when exe files are inside the zip.

Additionally I have tried to publish a web containing more than one
zipped exe file, using Microsoft FrontPage 2000. This created errors
like:

"Server error: cannot rename hh73019.zip."

This kills the publication process. I am wondering if it is certain
firewalls or some other security system that rejects a zipped exe from
getting in by some paths.

Do some security systems detect and block an exe file? What security
method do that?.

Information will be appreciated,
Stan Hilliard.