Oh, that thing used to drive me crazy! The good and bad news is that you get used to it.
I worked with support and was never able to get rid of it. All you can really do is click on the 'view unsafe images' text link at the bottom of your message for EVERY message.
I've never seen the 'unsafe image rules' that the SquirrelMail site refers to, but my guess is you could use the option if you did your own install.