Thank you datamage for not saying, Windows sucks, blah blah blah. And thank you for those websites. I got my answer. I posted it below in case someone else gets this problem once Win XP comes out.
Office XP is a great program. If you can name another program that has a spread sheet, word processor, email, calendar, etc, that is better than office, then shout out.
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Outlook 2002 allows the user to use a registry key to open up access to blocked attachments. To use this key:
Run Regedit, and go to this key:
HKEY_CURRENT_USER\\Software\\Microsoft\\Office\\10.0\\Outlook\\Security
Under that key, add a new string value named Level1Remove.
For the value for Level1Remove, enter a semicolon-delimited list of file extensions. For example, entering this:
mdb;url
would unblock Microsoft Access files and Internet shortcuts.
If you are using this registry entry, a glance at Help | About Microsoft Outlook will show Security Mode: User Controlled above the license information.
If you prefer not to edit the registry directly, you can use one of these tools to make the change:
Attachment Security Options COM add-in by Outlook MVP Ken Slovak that adds an Attachment Security Options page to the Tools | Options dialog in Outlook 2002. Outlook 2002 only. Free.
DetachXP Standalone utility for Outlook 2002 only to change the list of blocked file attachments according to the level of risk you\'re willing to take. Free.
After applying this registry fix or using one of the above tools, the user still has to save the attached file to a system drive before opening it. In effect, the fix rolls the attachment behavior back to Outlook 2000 SR-1, with its included Attachment Security Fix. An end-user cannot bypass this "save to disk" behavior and open the file directly from the mail message, though an Exchange administrator can.