Unable to save attachments

Outlook express 6/ win98 SE. I received a 931k e-mail attachment and saved it to a directory. (the e-mail download seemed to take appropriate time to download a 931k file) The hard drive sounded like it wrote it to disk but it was not there. I tried sending different files with various extensions (even bogus extensions) to and from 3 different e-mail accounts. I monitored the bytes/available on the drive after saving the attachment 4 times and the bytes/available did not change. Doing a system search (including attrib from a command prompt) showed nothing. HELP?