I had the exact same problem.
Like BBlake said, do this: *if all else fails, you can check in the registry to see where the temporary files are stored: HKEY_CURRENT_USER\Software\Microsoft\Office\12.0\Outlook\Security\OutlookSecureTempFolder*
It will point to a folder in c:…\Temporary Internet Files…
If you look in explorer and try to navigate to that folder, you won’t see it. Instead, copy the entire path in to explorer. It will get there (at least it did for me). Not sure why it is hidden. I have my folder options to show all hidden files, and it still doesn’t show up.