Outlook offers the option to Save or Open file attachments when you double click on an attachment to open it, along with an option to Always ask before opening the attachment type. If you remove the check from the always ask box, attachments are always opened.

To change this setting back to always ask, open Windows Explorer's Tools, Folder Options menu. Look on the File Types tab for the attachment type, and select it then the Advanced button and add a check to the Confirm after Open option.

(The Registered file types columns on the File types tab can be sorted by extension or file type.)