attachments within zips being blocked, but not outside of zips??

Running the latest vesion of Symantec Mail Security for Exchange (7.0.2.79) on Exchange 2007.

 - I created a Match List containing the wildcard match of *.scr.

I then modified the File Name Rule (under File Filtering Rules) to use this Match List and told it to Quarantine the message (with text).

If I send a test email containing a .Zip file with a .Scr file embedded it will be quarantined.  If I send just the .Scr file itself it makes it through the filter.

I must be missing something.  Any suggestions?