Try this and see if it helps:
1. Click Start->Run, type "regedit" (without quotations) in the Open
box and click OK.
2. Browse to this registry key:
<HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Outlook Express>
3. From the right pane, search for a value named BlockExeAttachments.
4. If you find the BlockExeAttachments value, right click it and choose
Modify and delete the number in the Value data box.
5. Restart Outlook Express and try saving an attachment again.

Signature
Jim Pickering, MVP-Outlook Express
Please reply only to newsgroup.
> Unable to save or print safe attachments received via OE
> 6. Security box is unchecked. Computer screen flashes and
> computer locks up.