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)
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.
Also note:
This is a Windows XP group; 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).
A good website for information on OE is:
http://www.tomsterdam.com/