Yes, that gives something to go on.
It is the heuristics element of the email scanner flagging the attachment .mht as suspicious. The .mht file type is more often used for saving an html page as an archive (e.g. it includes the images, etc. in the file. It is also a proprietary format for use with IE.
So I guess it is not often used in email attachments, the key is suspicious, not infected. o if you are expecting this email with this type of attachment then you can chose no action and allow the email through.
You can also check and further customize the Heuristic Tab settings in the Outlook/Exchange plug-in.