OK, first of all, which mail client are you using? I'll assume you're using Thunderbird since you're using Firefox as your browser right now.
First of all, is it just one e-mail that you can't save the images from, or all of them?
Second, when you right-click on the attachment (in the list of attachments) and select Save As, do you get a prompt asking you where to save them? Do you get an error message?
Third, you
could always, instead of right-clicking on the attachment names, right-click on the images themselves and select "Save Image As", or whatever it is in Thunderbird. It will have similar context to that.
Any more information would be beneficial, as I can't really tell much from what you've said, besides the fact that it probably wasn't Windows Updates.
UserAgent: Mozilla/5.0 (compatible; Konqueror/3.1; Linux 2.4.22-21.3mdk; X11; i686; en_US, en)
Laptop: HP Compaq nx6325 - Turion 64 X2 @ 2GHz, 2GB DDR2, 100GB HD, ATI Radeon X300, 15" LCD, Seven Pro
Handheld: Palm Treo 650 - Intel PXA270 @ 312MHz, 10MB RAM, 32MB flash, 2.7" LCD, Palm OS 5.4