I've been plagued by these also. I looked at a 'full' version of Incredimail on a friends PC. I know it's an 'Outlook Express' rip-off and looks a bit kiddyfied (is that a real word?!) BUT there's an option on it to LOOK at whats on your email list at the ISP level. From the headers he told me you can choose to download what you want or just delete them so you don't have to waste the time downloading or risk any attachments.
Worth looking at, I'm going to try it on my PC at home, not a problem here at work.
Dave