MSN Explorer: Received an e-mail message with a blocked attachment
If you receive a message with a paper clip icon but no attachment, the file may have been blocked by the server.
Ask the sender to scan the file for viruses and send you a clean copy. If a file contains a virus that MSN can't clean, MSN blocks the file.
Check with the sender to find out if the file was in a format that's susceptible to viruses. MSN blocks susceptible file formats automatically. For a complete list of the file extensions that MSN won't download, see MSN Explorer: Help protect yourself from computer viruses.
In both of the previous instances, when you open the message you receive an alert telling you that the attachment was blocked.