Is it possible the phone you're sending it to doesn't allow it? iPhones are the obvious example there, but there are mobile OS's which only allow certain filetypes.

Workarounds... Well, if the other phone has an FTP client application, you could use one of the FTP servers available for MeeGo. Little fiddly, but means you can transfer over WiFi easily enough.

http://store.ovi.com/content/272602