When trying to download attachments in OWA using Internet Explorer the following error can occur
This error can be resolved in the following way:
- Go to Tools > Internet Options.
- Go to the Advanced Section.
- Scroll down to the Security subsection
- Uncheck the box for Do not save encrypted pages to disk.
- Close IE completely.
- Restart IE and try to download attachments.
It's sometimes related to the temporary internet file storage location. If the above doesn't work, you can try changing that in your settings.