If you trust yourself to be careful with future attachments... (always scanning with AV before opening). Then...
You can change the Outlook attachment security behavior in the following way as long as you are not in an Exchange environment.
***Warning: Performing manual changes to the Windows Registry incorrectly can make Windows inoperable. It is always advise to perform a Registry backup and setting an XP Restore point prior to making changes to the Registry.***
That being said....
1. Close Outlook.
2. Go to Start - Run and type regedit & click OK.
3. In the Registry Editor, navigate to this key:
HKEY_CURRENT_USER\Software\Microsoft\Office\10.0\Outlook\Security
4. Click the Edit menu, click New, and then click String Value.
Type the following name for the new value:
'Level1Remove' (without the quotes) & press Enter.
5. Right-click the new string value name, and then click Modify.
6. Type the extension of the file type that you want to open in Outlook 2002. For example: .exe
To designate multiple file types, use the following format: .exe;.mdb
7. Click OK & close the Registry Editor.
8. Restart your computer.
When you start Outlook 2002, you can open those file types.
Let me know if this helps.