I've been seeing a few of these a week in our environment, for different users.
But what happens is someone will get an e-mail like this one below, but they don't have anything in their Sent Items (Outlook 2010 or OWA) on the date/time of the timestamp, so I'm not sure why they're getting it or where it could be coming from.
From: email@example.com [mailto:firstname.lastname@example.org]
Sent: Thursday, May 16, 2013 10:25 AM
To: David Johnson
Subject: Delivery Notification - New Secure Message
The message or an attachment did not reach the intended recipient(s).!
Subject: New Secure Message
Date: Thu, 16 May 2013 09:24:36 -0600
Reason: attachment type policy violation (SecureMessage.exe)