Next to what Michael said, I would recommend you to also make sure that the (zip) decoders are installed properly. You can see that in the startup messages of amavisd. If that is okay and *.exe-files are still not being filtered out, additionally you should check that the dependencies for the decoders are installed, too. For example on a Red Hat EL I needed the 32bit version of glibc (glibc.i686 next to the glibc.x86_64) for 7zip-package, otherwise it would throw an error complaining about a missing file in the maillog upon amavisd trying to analyze the attached archive.
Kind Regards Tilman Mayer
