This appearance is a Good Thing, actually. It indicates that you've applied
critical security patches as offered by Microsoft--and you need those
patches.
This effect isn't from Microsoft Antispyware.
Now--about how to fix it:
bear in mind, please, that many viruses spoof the sending address, so that
an attachment from a friend may well be a virus from a completely unrelated
machine--i.e. it isn't necessarily your friend who is infected--just some
other person who perhaps has both of you in their address book. So it is
precisely the messages from friends that you should be extra careful about.
Bearing all that in mind. in Outlook Express, go to Tools, Options,
Security tab.
There's a checkbox labelled "do not allow attachments to be opened........"
I believe that's what you are asking about--if it isn't, or if this is in
relation to a different email client, let me know.
Please remember that you chose to make this change to the security of your
system. Currently, email attachments are the most prevalent method of
spread of trojans and viruses--so this is a very risky area.