e-mail attachments

I use win/xp and am having trouble opening attachments that are sent.It seems that if my mail server does’nt recognize the pgm. that sent the attachment I am told to find a compatable pgm to open the attachment.This request is in the form of a window that give me 2 options. (1) to select one from the Windows Help site or (2) pick one of my own. ?????? thanks