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Email attachments are often the way that viruses spread throughout the internet. Email programs may by default block you from opening attachments.
Why can't I open attachments in Outlook?
Recent versions of both Outlook and Outlook Express have been changed to prevent access to attachments by default. You need to take some additional steps to allow you to access those attachments again.
Microsoft has the perception of designing many of its products with lax security with the most common example being that default settings impose little or no safety restrictions. As security issues have become more of a focus Microsoft has slowly been making changes to make applications more secure by default. The Outlooks are two examples.
Remember that Outlook and Outlook Express are two different programs. Because of this, what's needed to get access to your attachments is dramatically different depending on which you are using.
Outlook Express users have it easy. In the Tools menu, select Options, and then in the Options dialog, select the Security tab. In that dialog will be a checkbox labeled "Do not allow attachments to be saved or opened that could potentially be a virus". It is checked by default. Uncheck it to regain access to your attachments.
Outlook 2002 users have a bit more of a challenge. Warning: getting Outlook 2002 to open potentially unsafe attachments requires editing the registry. As always, backup the registry before you do so.
Microsoft's knowledgebase article that deals with this issue in detail can be found here. Among other information it details the specific registry keys that need to be added or modified to allow access to specific types of attachments.
Personally, I find it somewhat interesting that they suggest having the sender of the attachment resend it under a different name before they present modifying the registry as an option. I'll also admit that if you're at all squeamish about playing in the Windows registry that's my recommendation also.