Outlook 2002 and Outlook 2000 SP3 Outlook 2002 and Outlook 2000 SP3 (but not Outlook 98 or earlier Outlook 2000 versions) allow the user to use a registry key to open up access to blocked attachments. (Always make a backup before editing the registry.) To use this key:  
Run Regedit, and go to this key:  
 
HKEY_CURRENT_USER\Software\Microsoft\Office\10.0\Outlook\Security (change 10.0 to 9.0 for Outlook 2000 SP3)
 
Under that key, add a new string value named Level1Remove.
 
For the value for Level1Remove, enter a semicolon-delimited list of file extensions. For example, entering this:  
 
mdb;url
 
would unblock Microsoft Access files and Internet shortcuts.
 
If you are using this registry entry, a glance at Help | About Microsoft Outlook will show Security Mode: User Controlled above the license information.  
 
If you prefer not to edit the registry directly, you can use one of these tools to make the change; not all support both Outlook 2002 and 2000:
 
Attachment Options COM add-in by Outlook MVP Ken Slovak that adds an Attachment Security Options page to the Tools | Options dialog in Outlook 2002 to allow you to manage which file attachments are blocked. Only for Outlook 2000 SP3, Outlook 2002, and Outlook 11. For Also provides a user interface for setting two other Outlook options -- Read as Plain Text (Outlook 2002, SP-1 or later) and Minimize to System Tray. Available in English and German. Shareware.  
DetachXP Standalone utility for Outlook 2002 only to change the list of blocked file attachments according to the level of risk you're willing to take. Free.  
Permissions Add-in Outlook 2002 add-in for adjusting which attachments you can open under Outlook's increased security.  
Xenos Outlook File Restriction Extension Free tool to manage file attachment blocking in Outlook 2000 SP3, Outlook 2002, and later.  
 
After applying this registry fix or using one of the above tools, the user still has to save the attached file to a system drive before opening it. In effect, the fix rolls the attachment behavior back to Outlook 2000 SR-1, with its included Attachment Security Fix. An end-user cannot bypass this "save to disk" behavior and open the file directly from the mail message, though an Exchange administrator can.