Has he checked his machine for viruses?

If you are 100% sure the attachments are not a virus try adjusting your security settings.

Open Outlook Express and on the Tools menu, click Options.

On the Security tab uncheck 'Do not allow attachments to be saved or opened that could potentially be a virus'.

Click OK.

Note: Do not alter the security settings in Outlook Express unless you have an up-to-date anti-virus software installed and running.

With regards to emails going straight to his deleted items folder, get him to check his junk mail settings and/or message rules. He may have accidently set up a delete rule.

Also is he using any kind of third party spam killer?