Alas, that is a security measure built in. You may be able to search and
find instructions for some Registry tweaking that will get around it (modify
your Registry very carefully, though), but the simplest way is to have the
originator ZIP the file and resend it. ZIP files aren't blocked, not yet,
anyway. I am not sure, however, that the original attachment will still be
available; it may be gone forever.
This isn't, BTW, a general newsgroup nor one for Outlook Express; it is
dedicated to Microsoft Access database software and it was only happenstance
that someone here could respond to your question.
Larry Linson
Microsoft Access MVP