When a message has been stubbed by Archive Manager the attachment icon in the mail message is not displayed.
An attachment has never been opened by the profile which causes a registry value not to be created..
1. Open an attachment within a mail message that has not been stubbed by Archive Manager and restart Outlook.
2. Create a REG_SZ key of OutlookSecureTempFolder under HKCU\Software\Microsoft\Office\11.0\Outlook\Security and set the value to
C:\Documents and Settings\<username>\Local Settings\Temporary Internet Files\ and restart Outlook.