If you're still using (the ancient) Outlook Express, you are using unsupported software to read your mail. OE came out with Internet Explorer 4 to Internet Explorer 6, and was later upgraded to Windows Mail. Google generally supports the use of the last two versions (of browsers, email clients, etc), so if you lose information or your email gets messed up, you're all on your own, be warned!
That being said, in your Google webmail settings, you can set how many messages will be downloaded per folder. So if you don't care about really old emails, your email client doesn't have to download them. That gives you the disadvantage that you can't search for them through your email client though... Google does not decide whether to download the whole message or just the headers. That's the work of your email client.
Most IMAP clients will only download the headers of the message (to, from, date, subject, ...) without any contents or attachments, by default. As soon as you open a message, the contents and attachment will be picked up. You can set the behaviour in the settings of your email client, if for example you want to download all contents automatically so that all content will be searchable in your email client.
Since Outlook Express hasn't been supported for YEARS now, I will not dig up info that is outdated. Instead I recommend you use an up-to-date email client like Thunderbird, Outlook (2013/2010), Windows Mail, or any other recent email client you prefer.
You should open a new request if you can't find the settings in a specific (supported) client to manage your IMAP downloads.