I was frustrated so hopefully this will help you.  I get my voicemails as .wav attachments in an email and it got so I couldn’t click to open them or save them and then try and open them.

Here is my error and problem – everytime that I try to open or save “wav” files that I get as attachments in emails, I was getting the following error:

Can’t create file: (file name). 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.

…So here is the solution – Microsoft in their infinite wisdom sticks all your attachments in a temporary file and keeps them their even after you are finished with them and probably deleted most of them from your email inbox.  I am running Outlook 2003 on a Windows Vista machine and here is all you have to do to fix your problem.

Go the the following and it is a hidden file so a booger to find, so change the THIS IS YOUR USER NAME to whatever your windows logon name is and the rest should be good a ‘copy and paste’.

C:\Users\ThisIsYourUserName\AppData\Local\Microsoft\Windows\Temporary Internet Files\OLK2397

(this last part – OLK2397 – may be different on your machine, but try it as it is written here first)

Good luck! worked for me.

This site was helpful too http://www.ureader.com/msg/107516478.aspx

Link to Microsoft article Below is what Microsoft says

You exit Microsoft Office Outlook 2003 or Microsoft Office Outlook 2007 while e-mail attachments are open. These attachments are from e-mail messages that are in a secure Outlook folder. Alternatively, Outlook unexpectedly closes.

When this occurs, the attachments remain in the “Outlook Secure Temporary File” folder. This occurs even if you close the attachments after you exit Outlook.

Additionally, if you open the attachment to the e-mail message from the Preview pane, you do not receive a prompt to save changes when you exit Outlook.

This problem occurs because Outlook 2003 and Outlook 2007 cannot remove the temporary file or dispose of the secure temporary folder while the attachments are open.