This may require some follow-up, depending on whether you are talking about webmail, Outlook Express, or a Microsoft Outlook, but I'll try...
Almost certainly you are talking about one of the Microsoft products, and almost is certainly it's a security setting up some sort inside the product itself.
Also, it is dependent on what type of file this is, and if you ever get other images of the same extension that display fine. If so then the problem is likely on the end of the sender and not yourself.
Finally, it could be something as simple as your HTML settings, also done inside your e-mail software.