make sure u have both a firewall and anti-virus on your pc, and they must be "live updated" frequently, and make sure the virus scanner scans incoming e-mails for u, another tip is to make sure your "preview" pane is disabled in "outlook" express, it's poss' for a trojan/virus to sneak in that way even though the e-mail is not properly opened.
i get incoming e-mails blocked on a regular basis,
my msn account is full of e-mails from peeps i don't know, but they are usually in the "junk" folder anyway.