Tools, Options, Security. You'll find the option for attachments there.

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Doug Knox, MS-MVP Windows XP/ Windows Smart Display
Win 95/98/Me/XP Tweaks and Fixes
http://www.dougknox.com
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Associate Expert
ExpertZone - http://www.microsoft.com/windowsxp/expertzone
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> Recently downloaded all microsoft security updates, now
> all emails state "oe" will not let you open
> attachment..virus - cannot open any attachment on any
> email...help please
Greetings --
Outlook Express' default security settings are simply trying to
protect you. OE has no way of telling whether an attachment actually
contains a virus or not, so it temporarily blocks any of those file
types that could potentially contain a virus. In Outlook Express,
Tools > Options > Security, uncheck the "Do not allow attachments to
be saved or opened that could potentially be a virus" option, assuming
you trust the source, of course. The wiser course of action, however,
would be to modify your list of unsafe files, as outlined in the KB
articles below:
Cannot Open E-Mail Attachments in OE After You Install SP1
http://support.microsoft.com/default.aspx?scid=kb;en-us;Q329570
Information About the Unsafe File List in Internet Explorer 6
http://support.microsoft.com/default.aspx?scid=kb;EN-US;291369
OLEXP Using Virus Protection Features in Outlook Express 6
http://support.microsoft.com/default.aspx?scid=kb;EN-US;291387
Bruce Chambers
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> Recently downloaded all microsoft security updates, now
> all emails state "oe" will not let you open
> attachment..virus - cannot open any attachment on any
> email...help please