Outlook 2003 cannot open attachments

Hi there. Please help us.
WinXP Pro SP2
Office 2003 SP2
Exchange 2003 SP2

A user receives .xnk file in email. She opens. Gets the Opening Mail
Attachment warning “You should only open attachments from a trustworthy
source” message. She clicks open. Gets “Access Denied.”

I cannot find any help whatsoever anywhere. And for the record she does not
have Google anything installed. Other users on her team have no problems
opening this shortcut. It worked for her up until Monday afternoon. She
says nothing new has been added to her machine.

Please help.
Thanks, John