Cause: This is intentional. It’s meant to make your computer more secure, but can be an annoyance.
Solution #1: Go to Tools > Options > Security tab and remove the checkmark beside “Do not allow attachments to be saved or opened that could potentially be a virus”. Press Apply and then OK. Exit Outlook Express via the File menu, then re-launch the program. You should now be able to view and save attachments to your hard disk, but it is generally advised that you leave this turned on most of the time to prevent accidentally opening infected attachments.
Solution #2: Here’s a quick work-around. Open the mail with the attachment, then click Forward (just as if you were going to forward the message to someone else). The attachment will now be viewable below the Subject Line.