I have the same problem as I have seen listed before, in that I can't save my hotmail attachments. However, the previous answers won't work for me.
When I click on "Download file" at the screen where my hotmail attachment has been checked for viruses, the attachment automatically opens, instead of going to a "file download" dialog box. Thus I can't use the answer provided by "OMB" to "open from current location" and click ok, because I never get there.
I don't know how to get to the file download dialog box. With the attachment opened (automatically), if I "save as", I just get "hotmail attachment" HTML saved, not the content of the attachment.\
I'm using IE6.0 and Win 98.