Is this a mail script you have written ?
Doesn't sound like a full OE problem if it displays in other E-Mail clients.
Have a look at the full message including headers for your alternative mail and compare that to an alternative one that does display in OE.
Are your parts in the right order, HTML first with plain second ?
Are the borders correct ? Some clients are more strict on this than others...
Hope that points you in the right direction.