After reviewing your comment, I played around with a couple of attachments. There are three ways to save an attachement:
You can right-click on the attachment, select Save As and it points to the correct folder.
You can double-click the attachment, click the Save button and it points to the correct folder.
BUT, If you open the attachement and then do a File, Save As it points to an OLK folder.
I found the above to be true for Word and Excel attachments. Open pdf attachments point to the correct folder when you select save.
Maybe your employees are using different methods?