I assume that you are able to open emails normally from within Outlook Express?

Emails that you've saved outside of OE, such as in a folder, should have the eml extension and be associated with OE for opening them. It's straight foward to fix this.

Right-click on an eml file and choose 'open with' from the menu.
Select OE from the list (browse if it isn't listed).
Make sure you tick the box to "always use this program".