Do you mean Outlook or Outlook Express. Assuming you mean Outlook Express,
go to Tools, select Options, go to the Security tab, remove the check from
"Do not allow attachments to be saved or opened that could potentially be a
virus" and click apply and ok.
NOTE: always be sure to save attachments elsewhere and then scan them for
viruses before opening. Remember, most viruses are received from friends
and relatives who are unwittingly sending it to you or not sending it all
but is being sent as a result of the virus on their system. An ounce of
prevention in this case is worth your entire setup.