Are you using Outlook Express? If so, you may just need to change your security settings.
To do so, open Outlook Express, click the Tools menu, then Options, then the Security tab,
uncheck 'Do not allow attachments to be saved or opened that could potentially be a virus'
and then click OK.
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Jonathan Kay
Microsoft MVP - Windows Messenger/MSN Messenger
Associate Expert http://www.microsoft.com/windowsxp/expertzone/
Messenger Resources - http://messenger.jonathankay.com