Outlook Express blocking what it calls an unsafe attachment

[#1]

I have received an e-mail with a photo attached (jpg format). Outlook Express says it has blocked access to what it describes as an unsafe attachment, so it wont let me do is save the attachment.. The daft thing is outlook Express will still let me see the photo at the bottom of the e-mail.
It doesn't complain about attachments that are in other formats, such as pdf files.
Is there somewhere in OE that the user selects what type of attachments are allowed?
Thanks for any help

[#2]

Try this http://support.microsoft.com/kb/843018

[#3]

On the same tab referenced by Oldjim's link -- ie. Tools > Options > Security -- you'll also find a tickbox for "Do not allow attachments to be saved or opened that could potentially be a virus".  This is more likely to solve your particular problem. But I don't know what the additional risks are, if the image has already opened inside the email and flashed any beacon it has. You'll want to be pretty confident of the source of the attachment -- not just your correspondent but anyone they might have been in bed with, as they say 
HTH
Chris

[#4]

Thankyou boys. I tried what the two of you suggested and it worked. After I had got the attachment saved, I put the "block" back in place, just in case. I then ran AVG9.5, Spybot and Ad-aware, to look for any nasties that might have got in to my pc inside the attachment.
A curious  extension to this is that I have checked old e-mails with attachments. In all cases, those with attachments in pdf or avi format aren't affected, but any e-mails that have jpg-type attachments are now reporting that OE has blocked access to unsafe attachments. The Deleted category includes e-mails with jpg attachments received from the same source as my problem e-mail, and which OE didn't object when I received those earlier e-mails from my friend, but now it does. It even objects to e-mails that I sourced that have jpg attachments
Therefore, I think this must be caused by a recent Microsoft update, which objects only to jpg files (or possibly large jpg files).
Anyway, thanks for your help

[#5]

Why don't you just cut your losses NOW !
Outlook Express is one of the worst email clients EVER written,  continuing to use it will just cause frustration, and what's worse is that Microsoft never seem to make any attempt to fix the problems with it.
If you want a really good current email client that is meticulously maintained then try Thunderbird http://www.mozillamessaging.com/en-GB/thunderbird/
If you want the ultimate control of your email then Pegasus is excellent http://www.pmail.com/.
Both programs are free, and you will soon wonder why you spent even a millisecond thinking about sticking with Outlook Express.

[#6]

Yes, Thunderbird is excellent. You can import your addresses etc from OE, so you needn't worry about that
Andy