Tools-Send/Receive-Send/Receive Settings-Define Send/Receive Groups.
Highlight the group and click "Edit".
Click in the Radio Button "Download complete item including attachments"
Click OK then "Close".
Type of email account and type of internet connection? Ctrl+Alt+S to set
the download options for POP3, IMAP and other non-exchange accounts.
Exchange is on the file menu - cached exchange mode menu.