Microsoft Outlook XP / 2003 will not open attachments that are .MSG files, where once it did.
The cause is a Google Desktop plug-in. To resolve, Open Outlook. Go to Tools > Options > Other Advanced Option… > Addin Manager.
Deselect [ ] Google Desktop Search Outlook Addin
I have verified this resolution to work on both Outlook XP and Outlook 2003. Tested November 8, 2007.