In Office365, you can setup a rule that blocks attachments with executable content… namely attachments that are EXE files OR things like zip files with EXE, bat, etc. content within. This is something Google Apps automatically does, but Exchange / Office365 does not and requires manual intervention.
To do this, you have to go into the Exchange Admin Center, go to Mail Flow, create a new rule, hit “more options”, and then use the following settings:
Save it and you’re golden!