To save an attachment you have to open it and then save it from within the application that has opened the attachment. In my experiences, IExplorer is always opening the attachments and sometimes failes to do so.
For example: opening xml files for which the specified schema can not be found.
Also for other file types like .jpg I rather want to save the files than open them in IE. I tried to change the file type associations as explained in http://support.microsoft.com/kb/905703/en-us, but no luck.
(What's more, for file types for which I changed the default open-application, the Advanced button is missing in the 'Details for .. extension' dialog. Only after pressing the 'Restore' button I can select 'Advanced' and then check/uncheck 'Confirm open after download')
Currently I have to use the Web Interface from TeamPlain to allow me to save attachments in stead of opening them.

Any ideas how to change the filetype-application association for work item attachments ?