That 'annoying' feature is supposed to keep your computer from hosing itself. Unless you are dead set on using Outlook or are 'stuck' using it through a workplace, I would highly recomend using something else to fetch and read your email.
Just think of that reminder as a global lesson as to why email readers shouldn't be allowed to open up files, ever. Honestly, you should be forced to save the file to a local drive or network drive, scan it with an anti-virus and then, if you trust the source, open the file. Security-wise, that is your best friend.
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