Questions regarding Windows Live Mail

I have received a very suspicious e-mail, purporting to be from "Citizins [sic] Bank." The unusual thing is that a right click on it shows both "Forward as Attachment" and "Properties" greyed out! I've never seen this before. What does it mean?

Also, some e-mails in the Inbox appear with distorted icons. The image of an envelope is incomplete, as if its lower one-third had been chewed off. That's the best way I can describe it. I would really like to know what it means. How are those mails different from those with the "normal" icon.

Thanks for enlightening me.