Downloading email attachments

Have tried the code, made some changes too.  I get the all messages successfully.
Problem is that the attachment filenames are blank. Even If I save it with, say 'abc.csv',  then 0 bytes file is created.

procedure TForm1.btn_SaveattachmentsClick(Sender: TObject);
var
   TheUID,fName: string;
   TheMsg: TIdMessage;
   nMsgPartsCount: integer;
begin
  TheUID := StringGrid1.Cells[1, StringGrid1.Selection.Top];

  try
    TheMsg := TIdMessage.Create(nil);

    TheImap.UIDRetrieveStructure(TheUID,TheMsg);

    for nMsgPartsCount := 0 to TheMsg.MessageParts.Count-1 do
    begin
      if TheMsg.MessageParts[nMsgPartsCount] is TIdAttachment then
      begin
        if TheMsg.MessageParts[nMsgPartsCount] is TIdAttachmentFile then
        begin
          fName := TIdAttachmentFile(TheMsg.MessageParts.Items[nMsgPartsCount]).Filename;
          if (fName <> '') then
          begin
            fName := ExtractFilePath(Application.exename)+'download\' + fName;
            TIdAttachmentFile(TheMsg.MessageParts.Items[nMsgPartsCount]).SaveToFile(fName);
            ShowMessage('Attachment saved '+fName);
          end;
        end
        else
          ShowMessage('Attachment ignored - Not recognised as a file');
      end;
    end;
  finally
    TheMsg.Destroy;
  end;
end;

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