Have you googled this or used the Forum Seach?
I find that your question has been asked dozens of times and here's just a sample GOOGLE:
http://www.google.com/search?&q=Outlook+Express+Blocking+Attachments
Bob
After a complete reforemat and reinstallation of windows I find that OE 6 is blocking or removing attachments to incoming mail. How can I reset OE not to do this? Thanks!!

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic