Typically, when you open a file directly from an email, a copy is downloaded into a Temporary Internet folder and the file is opened from there. If you then did a SaveAs (without paying attention to the folder path) I would expect the file to be in that same folder.

The quickest way to find this folder is to repeat the process of opening the file from the email again and doing SaveAs and this time looking at the folder where Word is suggesting the file should be saved. Can you see the document in this folder?

__________________
Andrew Lockton
Chrysalis Design, Melbourne Australia