What the heck is a "Web Bug" you ask? It's a little graphic image placed in an email that permits the sender to learn something about you just by your having opened the email. The Electronic Frontier Foundation has a great FAQ page on Web Bugs
here if you'd like to know more about them. Here, we won't concern ourselves so much with what they are as with how to defeat web bugs and other potentially malicious attacks on your privacy or your computer system that arrive in your email. This tutorial is aimed at persons who use Outlook Express as their email client.
The problem with web bugs, and some malicious scripts, begins when you click on the received email because the preview window, which most of us use by default, opens the email as soon as we click on it. In some cases, when your preferences are set to go straight to the inbox and check for new email when Outlook Express is opened, and incoming email will be opened instantly because it appears under the cursor as it arrives.
The only way to defeat malicious email is to delete it unopened. To do this, in Outlook Express, we have to get rid of the preview window, or, more accurately, we must give ourselves control of the preview window.
Given a chance, we can all develop the knack of spotting a spam email almost instantly. The sender's email address and/or the subject line are enough to give us the tip off, so we need to be able to see who it's from, and what the subject is, without opening the email in our preview window. By default, there's an email showing in the preview window when Outlook Express is opened, and in the upper window we can see any unopened emails we've recieved, but as soon as we touch them, with either a right click or a left click, they open in the preview window and whatever potential damage the email contains is done. The solution? Make the preview window a user selectable option. Here's how:
Near the top of the screen, when Outlook Express is open, there's a tool bar with icons you can click, like "New" (to open a new email), "Reply", "Reply All", "Forward", and a few more. We begin by going to the right-hand end of the tool bar, and right clicking on a spot where there's no icon showing. This opens a small menu window. From this menu, click on the word "Customize".

This opens another dual pane
window which looks like this:

Scroll down the left-hand pane of this window
until you see an icon labeled "Preview" and click on it.

Now click on the "Add" button in
the center of the dual pane window.

Lastly, close the dual pane window
by clicking on the button at top right.

Outlook Express will now have a
"Preview" icon on the tool bar.

Clicking on this icon will toggle the preview window on and off. To use this feature, get in the habit of leaving the preview window turned off. When you check your email, you can click on, and delete, any obvious spam unopened. Selecting an email you know is safe, and clicking on the Preview icon will open it in the preview window and you can read the email. Toggle the preview window off before deleting it though. There might just be an unopened spam email beneath it in your inbox after all.
While you're customizing icons you might look through the list and see if there are any other changes you'd care to make. For example, I only very rarely use the "Reply All" feature, which sends your reply to every address in an email that was sent to multiple recipients, and it's also available under "Message" (or by right clicking on the email in your inbox), so I removed its icon from my tool bar.
This tutorial, by Don Crowder, posted on June 20, 2004 and
edited slightly on February 22, 2007 when Dee scolded me
for being flippant and ambiguous *grin*.