OE6 removing unsafe attachments

Hi,
I have recently installed OE6, but it removes my attachments each time, with this message - "OE removed access to the following unsafe attachments: filename"

How can I set OE up so that it no longer does this.
Tools>options>security is set to 'Internet zone - (less secure, but more functional)' and not to 'restricted sites (more secure)'

Thanks.

 

Tools, options, security, UN check "Do not allow attachments to be saved or opened that could potentially be a virus."

 

Thanks Cybertech.
How did I miss that?
I can't see the woods for the trees!