Winmail.dat is the result of an attachment sent in a mail that is formatted as Rich Text, see:
http://support.microsoft.com/kb/138053Basically, use HTML as format, and double check that HTML is actually the format being sent.
As long as you are getting winmail.dat the mails are being sent as Rich Text.
In EMC:
# Open Exchange Management Console
# Expand Organization Configuration-> Hub Transport
# In the right pane select the Remote Domains tab
# Right click Default and choose Properties
# On the tab named Format of original message sent as attachment to journal report: you can enable Rich Text always or never or determined by user settings.
I suggest you choose Never