Excel Files Open from Explorer

When I try to open an excel file from explorer, Excel will open, I then received an error that the file can not be found.
I then have to close excel, open excel and then go file open. My file opens.I can open files from explorer for word, access, powerpoint and even lotus however not excel.
This is annoying when we received email attachment
and then they need to be saved on c:\ before they can be openned.
Please help.