Some email programs, alright, Outlook, have the ability to execute attached scripting code. This is not to be confused with standard attachments which are files that the user must voluntarily execute. This scripting code, known as Visual Basic if used properly can help users of Microsoft Outlook attach programs to email that can interface with other Microsoft products such as databases, spreadsheets, etc. However Visual Basic is powerful enough to do some damage to your computer as well, although most "email viruses" thankfully only send out copies of themselves to every person in your mailbox. Embarrassing yes, but at least you didn't loose your documents. This time.

The following links from Microsoft are for patches relating to each of the various versions of Outlook. These in conjunction with a virus scanner that checks incoming email should keep your machine as virus free as possible.

Outlook Express File Attachment Issue
Outlook 97 Email Attachment Security Update
Outlook 98 Email Attachment Security Update
Outlook 2000 Email Attachment Security Update

As I mentioned, these are not the same as file attachments. You should also install one of the above virus scanners to ensure that any file you receive through email or download and run is scanned.