Exchange sends attachments embedded in a winmail.dat archive, which RT doesn't handle.
Generally, this is an Exchange misconfiguration because winmail.dat is a proprietary attachment format used by Microsoft and should only be used internally. If Exchange sends an email outside to the world, it should always convert the winmail.dat attachment back to the native format because you should not expect that the other side is always an Exchange server that understands winmail.dat. ;-)
In Exchange 2010, disable "Use MAPI rich text format" in the General tab of the RT contact.
In Exchange 2007, set "Use MAPI-RTF-Format" to "never" in the General tab of the RT contact.
From RT server-side, you can pipe mail through /usr/bin/tnef (after installing it) and then through rt-mailgate. This may not always work, and configuring it is left as an exercise for the reader.