How much risk does allowing remote content in email messages pose?

My computer is behind a router and I run up-to-date Norton AV. I just recently switched from an aging copy of Eudora 7 to the new Mozilla open source project Penelope (Eudora OSE). My old Eudora 7 loaded images and external content. As far as I know, that never resulted in any viruses getting on my system. The new Beta version of Eudora OSE by default blocks all external content. The result is that much of the email I receive is virtually unreadable, being HTML email with half its content in external images. How much infection risk do I take on if I tell Eudora OSE to display external content?