Shift+Right-click on an EML file>Open with>select Outlook Express
(msimn.exe) and check the "Always open with..." box.
Or simply CTRL+F3 on the open message or highlighted header.
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OE6-specific newsgroup:
news://msnews.microsoft.com/microsoft.public.windows.inetexplorer.ie6_outlookexpress
Go to Tools>Options>Security and uncheck 'Do not allow attachments to be saved...'. If you do this, please make sure that you virus check any attachment before opening it.