Grandpaw,
You're correct. That option isn't available.
Looking at "inbox" messages within Outlook Express, a RIGHT click scan isn't available for scanning in McAfee's antivirus and I'm pretty sure it's not available in AVG either. The RIGHT click scan is for scanning files and the message must be "saved" as a file outside of OE before it can be scanned in that manner. (The "inbox" of Outlook Express encryts the actual message and therefore the messages won't scan correctly.) When you save the message to a desktop folder, it becomes a ".eml" file and therefore it can be scanned. With certain types of viruses such as Klez, which use HTML code within the main message to execute the virus, the RIGHT click scan will detect the code within the .eml file.
Does it scan attachments after being saved to the desktop folder???? It's "supposed" to but with some types of virus attachments, such as the newer password protected zip files, they can be missed. Because of this, after scanning the .eml I prefer to open the message in the folder, then save the attachment back to the folder and RIGHT click scan the attachment.
Hope this helps.
Grif
In a prior post, becca73 talked about right clicking on a file or folder to scan it. And Grif talked about moving an OE email to a separate folder and right clicking to scan it.
I've been able to do the right click scanning when I move OE mail to a separate folder, but I can't figure out how I can get the scanning option to show up on a right click when I'm in OE. I right click on a message before I open it, and on the message after I open it, and on an OE folder in the list to the left, but don't get any scanning option.
Under what circumstances does this scan show up when I right click?
I have AVG Free, Windows 98, IE6 and a headache.
grandpaw
And i Grif's method, does an attachment also get scanned?

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic