What version of McAfee protection is this, 2009 (square taskbar icon) or 2010 (shield-shaped icon)?
First thing to do is to check Outlook Express settings themselves as it could be the culprit.
OE/Tools/Options/Security - see the settings "Do not allow attachments to be saved or opened that could potentially be a virus" and "Block images and other external content in HTML email' - you may have to uncheck those.
Also the setting above those "Internet Zone" is less secure but may allow images to display.
Click Apply and OK any changes and close/reopen OE to take effect.
Whoops.I forgot to mention the version, my apologies.
It is McAffee Antivirus Plus 2010.
I am at work at the moment, so I cannot check the outlook express settings specifically, but I will when I get home.
Ok I moved this to VirusScan 14 - 2010 as a better spot for it.
In addition to the above also check this, but note that turning off email protection can leave you vulnerable, but infections would stilll be caught if they activated, by the background real-time scanner.
Double-click the taskbar icon to open SecurityCenter
Click Virus and Spyware Protection
Click Real-Time Scanning
Uncheck 'Email Attachments'
See if that makes a difference. If not there's a chance that the attachments ARE infected or are written in a code that resembles malware.
In which case see your Quarantine folder under 'Navigation' (top right) > Quarantined and Trusted Items
If something is being wrongly identified as an infection read here: https://community.mcafee.com/thread/2016