See
http://support.microsoft.com/default.aspx?scid=KB;en-us;q291387 -
Option 1: Click forward on the message w/the attachment and open it from
there (you don't have to click Send on the new message - you can cancel it).
This is very easy and doesn't involve changing your security settings in OE.
Option 2: look in tools, options, security, and untick the box. If you go
with option 2, make sure you have good antivirus software running that also
scans mail - and keep it updated regularly. Actually, you need that anyway.
Also note: you will probably get a faster and more expert answer if you post
OE questions to an
Outlook Express news group. Try
microsoft.public.windows.inetexplorer.ie6_outlookexpress
If this group isn't carried on your news server, try using
msnews.microsoft.com (MS's public news server - it's the source for all the
microsoft.public newsgroups).
If you're accessing the Microsoft newsgroups through the MS Product Support
Services Community Newsgroups web interface, click
http://communities.microsoft.com/newsgroups/default.asp?icp=InternetExplorer
to get to the Internet Explorer groups, then click the plus sign next to
your version of IE to see the link to the Outlook Express group for that
version number.
A good website for information on OE is:
http://www.tomsterdam.com/