Not able to open email attachments in Vista – HELP!

I hope someone will repsond quickly! I have vista and internet explorer 7. When I try to open and save a word document which I sent to myself as an attachment in my Yahoo mail account, I receive a message stating IE has blocked the attachment, please click here too download it. I click, it flashes the usual open save message box on the screen, which disappears the moment I click either selection. I have done the following: turned off Windows Defender, Turned off my virus software, I have tried every IE Security setting imaginable. Any ideas on what I have missed?

Thanks!