Try this and report back, (Make sure your anti-virus software and anti-spyware software is up to date):
Click on the Tools pulldown menu in Outlook Express
Click on Options
Click on the Security tab
You will see an option for: "Do not allow attachments to be opened or saved that could potentially be a virus". Make sure this is NOT checked.
Then make sure you click Apply at the bottom of this screen, and then OK.