OK
To answer my own query.
(Remembering to check before leaping into print in future)
It is Zone Alarm's Mailsafe feature doing its job.
Quote from Zone Alarm Help
"
MailSafe identifies potentially harmful scripts in e-mail attachments, then disables the script's ability to execute by changing the file type. MailSafe does not replace the functionality of a virus scanner. Rather, it quarantines the potentially harmful attachments and provides you the opportunity to keep the identified script program from running. MailSafe works with Internet mail clients that use POP3 and IMAP, the most common Internet e-mail protocols.
Quarantined Files
ZoneAlarm Pro's MailSafe feature renames their extension to .zl* (the * representing a number or a letter -- either 0-9 or a-z). Options at this point are to either highlight the attachment within the e-mail itself and rename the extension to what it should be (if it is known to you as a valid file) or double-click on the attachment. Double-clicking the quarantined file launches a wizard which provides options for opening, deleting, renaming or checking further on the validity of the e-mail and the attachment.
"
Not a bad little feature.
Snooze