Many email programs will try and prevent you from opening unsafe attachments by blocking them within the program itself. This is commonly used in a business environment where there are multiple computers on the same network and someone clicking on a virus can have devastating effects on the network. This is for your own safety but can cause problems if you need a certain attachment that was blocked.
Outlook Express has a default setting that blocks certain attachments such as .exe or .bat that can potentially contain viruses that can harm your computer.
If you feel confident that you have proper virus protection and you can trust everyone who sends you email, you can tell Outlook Express to allow all types of attachments.
To do this, go to Tools and then Options. Click on the Security tab and you will see the following window.
Uncheck the box that says Do not allow attachments to be saved or opened that could potentially be a virus. Then click OK. Now Outlook Express will let you download any type of file attachment.