Unable to open XML attachment that refs an XSL

[Bob]

I am attempting to open an XML document that was sent to
me as an attachment that references a stylesheet (.XSL).
The XSL is stored locally on my machine. I get an error
message saying that access is denied.

I running Office 2k SP3 on W2K Pro.

Is this part of Outlook's new blocking of certain file
types as attachements? Is there a way around this?

Thanks,
Bob