Markus,
You need to contact the senders and tell them to make the pictures lower quality/size to speed up downloads. They are probably ignorant but it is rude to send large attachments and they should be informed. There is nothing you can do on your end. It's like wanting to get smaller UPS packages. Only the sender has control of the box size.
You email program may have an option to not download messages over a certain size.
If you have a new enough version of IE, you can go to Tools --> Options --> Advanced and scroll down to Multimedia. There should be a check box to Enable Automatic Image Resizing. This will resize images to best fit in your IE windows but won't help with the file size. It can be disabled on any picture by hovering your mouse over the bottom right corner until an icon appears.
There is a decent free image resizer available call, I believe, irfanview. It doesn't hold a candle to photoshop but the price is right.
good luck