You could try repairing the Office installation (via Start > Windows Control Panel > Programs > Programs & Features > Microsoft Office (version) > Change), but your description suggests the problem might just as easily be with Windows. Either that or you're trying to save the attachments to a location you don't have write permissions for with the account you're using. You might also try clearing out the Temp folder (See 'Orphaned Temporary Files - Applies to all versions' at:
http://www.gmayor.com/what_to_do_when_word_crashes.htm)