They must be .EXE files...
If it's the same as Outlook, I know of no way to get around it.
With Outlook, the Exchange Server Admin can make a Policy Setting that makes
them available, but if you are using Outlook stand-alone you are screwed.
Almost...
I have discovered one way around this with Outlook. There is a product
called "Attachment Save" sold by, I believe, Sperry Software. It's an
add-in for Outlook that helps you manage attachments, since Outlook's
attachment management positively sucks.
One of things it can do is go through your mail, strip off all the
attachments, and save the attachments to a folder on your system. What's
really cool is that if you want, it can automatically embed a link into the
email to where the file is stored on your drive.
I was able to get to some blocked attachments in this fashion.
Alas, I have no real answer for Outlook Express, though. You might try and
see if there is some sort of attachment manager for OE, and maybe it will do
the same thing?
Also, there are a lot of OE mailbox converters out there. Maybe you can
convert the mailbox to something like Mozilla or Netscape and then get to
the attachments.
-Larry