Why wouldn't OE download the attachment? I think the question you should be asking is, why didn't your AV program catch it before your computer got infected?
No no no....
It caught the spyware before it could do anything.
It should download it, I don't have it set to.
Did you leave the word
not out of that last sentence?
dl65 has said exactly why your comments are confusing. Anyway, I'll try to state what I think you intended to say. In OE, Tools, Options, Security, you have a check in the box for "Do not allow attachments ... that could potentially be a virus." Is that right?
And, OE still allowed an attachment to come through. Is that right? I don't know whether that setting in OE Security is supposed to stop ALL attachments or whether it just applies some screening criteria to all attachments, meaning ones that pass the test would be allowed to come through.
Regardless of exactly what that setting is supposed to do and what AV software your're using, there's a lesson to be learned here. Never open attachments whose source and purpose you do not know.