If you don't want to do it system-wide, you can set up the setting for HKEY_CURRENT_USER instead if you want. You'll just have to ad the Attachments key on the ScanWithAntiVirus DWORD.

Another thing you can do is hit the Windows key + r to open the run dialog, type inetcpl.cpl and press enter to open Internet Properties. Then, under the security tab, select "Internet Zone" and click "Custom level". There, you want to make sure "file download" is enabled and "Launch applications and unsafe files is at least set to "prompt".

Now, these things are for Windows and not Opera specifically. But, Opera uses the Windows network stack, so it might help. Test in Chrome too to see if it has the same problem and to see if any of that helps with Chrome too.