I think OE is more likely to be a pathway for some virus to get you, although MS has really cleaned things up in the last few years.
Get it set up so you can see the full name of the attachments, including the extension. Then just don't open anything that isn't text or HTML (or .msg maybe?) and you're safe.
The real problems occur when you open a .exe or .com or .bat or .scr, or when you get tricked into thinking that one of those is something benign through some filename exploit trickery.