Is there an option at the top of the email called download pictures from internet?
If so, this is to stop stop large emails being downloaded and using bandwith and PC hard drive space and to stop files infected being downloaded.
Personally i would leave it so you have to download the pictures manually by clicking on that option.
If you really did want to download automatically and you fully trust your email setup to detect funny emails then check this tutorial out - Outlook 2010: Download Images Automatically | Microsoft Outlook | Tech-Recipes
Otherwise, as i said, leave that option alone and download manually for safety reasons.