Hi!..... go to tools and click options. From there click on the security tab. There will be a check box that says "Do not allow attatchments to be saved or opened that could be potentialy a virus."
Uncheck this box and you should be allowed to open the attachments.
For some reason this is checked by default until you unckeck it when a email account is created.
The reason being that OE is a very dangerous client to accept attachments on since it is one of the number one virus targets out there. Make very sure you have all security patches from Windows update and a good virus scanner.