Windows Live OneCare would not be a factor in your problem. In fact, based on the fact that the attachment has an attachment of .lnk, the sender did not send you a file, but sent you a shortcut to the file.
Ask the sender to resend the attachment, The shortcut you were send is pointing to the file on the sender's computer, which you, of course, cannot access.
-steve
Microsoft MVP Windows Live / Windows Live OneCare Forum Moderator