Is this in e-mail or newsgroups?

If the attachments are large, the may be split into multiple messages.
All message parts except the first will appear as gibberish.  This is
very common with AVI, MOV, MPEG, MP3, TIFF, WAV, WMA, WMV and ZIP files.
To recreate the original, all parts must be there.  For news posts in
Outlook Express (and also e-mail messages in OE5+), highlight all the
parts (hold Ctrl key while clicking each part, or use shift-click for a
range), then select Tools (OE4) or Message (OE5+) then Combine and
Decode and follow the steps.  You will end up with a message window with
the decoded attachment file that you can then save, and use as desired
(File, Save Attachment).

If using OE5 and above, turn off the Preview Pane (View, Layout) to
avoid the delays with OE searching for hyperlinks.  You can add a button
to the tool bar for this.