I have to admit that the fix I put in for Paul's problem was just a standard one I know of, and I've never had to use it myself.
With XP, Outlook Express automatically as a default blocks images in emails as a security measure, since a lot of spam has images which contain code which report back to the sender that the email has been opened, and has therefore been sent to an active email address.
When I open emails and there are images in it, I get a prompt bar above the email which tells me that the images have been blocked "in order to prevent the sender identifying your computer"., and I get lots of red x's in my email. But it lets me override this by clicking on the bar if I want to.
You can override the image blocker by going to Outlook Express Tools, then Options, then Security. You should see that the box for blocking images has been ticked. It's not recommended to untick this though, because it does reduce security for your pc.
When you say that you can't find Multimedia on Advanced - this is in I.E., and to see it you have to scroll down the list that you see after you click on the Advanced button.
I'm not in any way any kind of computer expert, by the way. I'm just quite good at finding things. :)