First, you really should get a good Anti-Virus/Anti-Spyware program against the kind of dangers that now float around in the Internet. My friend uses AVG and has had no problem, it seems to have a pretty good review, and it's free. Anyway, here are a few ideas of the top of my head.
A possible temporary work-around: there should have appeared an extra bar just above the web page that also states a similar message when you tried to get your attachment. If you right-click it, you should have the option to show or download the file for just that one time.
Things you could check is how high is your Windows Security for the Internet (Control Panel>Internet Options>Security) is set. If it's high (default medium) than lowering may help. If you don't want to lower it, then try adding the address to your web email account to the Windows Trusted Sites (Click the Trusted Sites icon in the Security page, then click the "Sites" button). If your email account is Yahoo, then add 216.252.121.32 instead (you will need to uncheck the "require server verification" in the add page though).
