Outlook 2002 (but not Outlook 2000 or 98) uses a registry key to allow access to blocked attachments.

 To use this key: Run Regedit, go to this key: 

HKEY_CURRENT_USER\Software\Microsoft\Office\10.0\Outlook\Security

Add STRING value:  Level1Remove

 Then enter a semicolon-delimited list of file extensions. For example...

mdb;url

 ...would unblock Microsoft Access files and Internet shortcuts.

 When using this registry entry, Help > About Microsoft Outlook will
 show Security Mode "User Controlled" above the license information.