Can't see attachment when I open e-mail

I receive an e-mail notification with an attachment. When I open the e-mail, I can see the attachments row in the e-mail header - yet the actual attachment does not appear.

I can then right-click and get an opening e-mail attachment window which tells me that the attachment is in an .RTF format. I click open and get an Outlook error message:

"Can't creat file: Notification Form.rtf. Right-click the folder you want to create the file in, and then click Properties on the shortcut menu to check your permissions for the folder."