No, you cannot change a preference in Mail. Outlook is encapsulating it in a form that is proprietary.
You have 2 options:
1) Have your friend change his default mail sending format in Outlook. There are 3 options: Plain Text, Rich Text, and HTML text. The ONLY one that causes these TNEF attachments that lead to Winmail.dat files is Rich Text. So have him change his format to Plain Text (THE BEST), or HTML, and then the attachments will come through okay.
2) Go snag a Mac application called "TNEF's enough" that can crack open those POS Winmail.dat files and get at the contents.
RTF is a nonstandard, proprietary format. Though both Windows and Mac have RTF formats, they are different and not actually compatible.