When you click a link in a received e-mail message to open a file, the Always ask before opening this type of file check box is not available in the "Opening Mail Attachment" dialog.
Service Pack Information
This problem is corrected in Office XP Service Pack 3. To resolve this problem, obtain the latest service pack for Microsoft Office XP. For additional information, click the following article number to view the article in the Microsoft Knowledge Base:
307841 OFFXP: How to Obtain the Latest Office XP Service Pack
How to Obtain the Hotfix
This issue is fixed in the Outlook 2002 Post-Service Pack 2 Hotfix Package June 7, 2003. For additional information, click the following article number to view the article in the Microsoft Knowledge Base:
822613 Availability of the Outlook 2002 Post-Service Pack 2 Hotfix Package: June 7, 2003
To work around this problem, do the following:
Create the e-mail message by using Rich Text Format (RTF).
Use Microsoft Word to edit your e-mail messages.
Use Word to read RTF e-mail messages.
Click the link from the opened mail message, instead of the preview pane.
Note To set these options in Microsoft Outlook, click Options on the Tools menu, and then click the Mail Format tab.
Microsoft has confirmed that this is a problem in the Microsoft products that are listed at the beginning of this article. This problem was first corrected in Office XP Service Pack 3.
If you do not see the prompt for Open it or Save it to Disk for certain file types after you apply this hotfix, start Microsoft Windows Explorer and look under Folder Options for the affected file name extension type (such as .log or .xls). Select the affected file type, and then click Edit. In Windows Explorer make sure that the Confirm open after download check box is selected for that file type.