Reading the information in VoG™'s link, the only thing I can possiblt explain is the attachment contains special unicodes that are required to decode the email, how are you sending emails? If you are sending them as HTML try sending them as text only and see if you still get the same problem.
I have seen this happen before, and you are correct its an exact copy of the email.
I don't think it's a security issue so don't worry about it. I have received similar stuff several times - particularly when an email is returned for whatever reason. The file represents the email itself.
..it sounds like when your email program is set to "send as html" format, it actually sends two copies - one html and one text.
So it could be that in your settings somewhere you've told it to view messages as plain text so it is showing the html as an attachment. Either change that, or, change your sending format from HTML to plain text.