My father just asked me how to do this and though I don’t typically enjoy or advise making changes to the registry, I thought this was pretty easy.
Upon doing a Google search, I found this article: http://articles.techrepublic.com.com/5100-10878_11-5314762.html. My father is currently using Outlook 2010, so instead of drilling down to 11.o, you must use 14.0. After making the change, we tested out both right-clicking on the attachment as well as “Save As…” from the menu and both were successful. You can probably do this for many more options, but figured it was a good little post. Enjoy!