What type of file is it ? When you open the e-mail, look in the window entitled Attach: ,tell us what extension is. The attachment name should be in this form 'name.type(size)'. When we've identified what it is we can direct you to whatever software is needed to read it.
If on the other hand it's a file type that you should already be able to open. Start Outlook Express / Tools / Options then click on the Security tab. Untick the box next to "Do not allow attachments to be saved or opened that could potentially be a virus". Only do this if you are running an up to date anti virus program.