Many HTML messages sent by spammers contain embedded images that can be used to track whether or not you have read a message, thus verifying your email address for their spam-lists. By default, netMail will block images from people not in your address book, but many HTML messages use images for stationery-effects, so it is usually safe to change this to only block images that reside on a remote web server.
When a message has an attachment that is really some kind of media file, netMail can automatically embed it into the message view. This can have an adverse effect on your browsing performance, so unless you are on a broadband connection, you probably won't want to embed anything besides attached images. If you are on an extremely slow link (e.g. a mobile phone) then you may want to disable media embedding completely.