Outlook Express problem

For some reason when someone sends me pictures through my email and I use OE to open the mail it always says that "OE has removed access to the file". This isn't exactly what it says but its close, I have no idea why it won't let any pictures through. If I open my mail using a web based page I can see the pictures without a problem so I know it has something to do with OE. Any help would be great!

Tools->Options->Security

Thanks Steve! Funny thing is this just recently happened, I wonder if one of my virus programs changed this setting because I know I didn't.

Did you install IE6 as it also upgrades OE from 5 to 6 and that setting gets set.